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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 13.10% | 79.28% |
19/11/2024 | - | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
18/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 500,000 | 85,098 | 5,000 CHF | 1,702 CHF | 29.89% | 29.89% |
15/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.38% |
14/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.20% |
13/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.89% |
12/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 38.15% | 55.04% |
11/11/2024 | 30.94% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 13,962 CHF | 3,792 CHF | 90.84% | 90.84% |
08/11/2024 | 31.70% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 13,630 CHF | 3,726 CHF | 87.11% | 87.11% |
07/11/2024 | 36.13% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 98,646 | 11,749 CHF | 3,309 CHF | 94.98% | 94.98% |