Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 330,082 | 200,000 | 3,301 CHF | 6,000 CHF | 100.00% | 100.00% |
19/11/2024 | 99.99% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 419,832 | 195,625 | 4,199 CHF | 5,869 CHF | 99.85% | 99.85% |
18/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 439,344 | 172,429 | 4,393 CHF | 5,173 CHF | 100.00% | 100.00% |
15/11/2024 | 78.71% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 6,774 CHF | 6,000 CHF | 98.93% | 98.93% |
14/11/2024 | 68.47% | 0.02 CHF | 0.03 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 7,627 CHF | 6,000 CHF | 93.02% | 93.02% |
13/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 494,645 | 197,471 | 4,946 CHF | 5,924 CHF | 99.32% | 99.32% |
12/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 5,000 CHF | 6,000 CHF | 100.00% | 100.00% |
11/11/2024 | 40.61% | 0.02 CHF | 0.03 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 9,949 CHF | 6,000 CHF | 98.45% | 98.45% |
08/11/2024 | 77.75% | 0.02 CHF | 0.03 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 6,854 CHF | 6,000 CHF | 92.31% | 92.31% |
07/11/2024 | 69.03% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 484,547 | 192,976 | 7,410 CHF | 5,789 CHF | 91.51% | 91.51% |