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 | 65.06% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,458 CHF | 2,858 CHF | 100.00% | 100.00% |
19/11/2024 | 56.85% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,866 CHF | 3,302 CHF | 100.00% | 100.00% |
18/11/2024 | 83.66% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,870 | 139,870 | 1,156 CHF | 2,799 CHF | 99.06% | 99.06% |
15/11/2024 | 103.38% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 895 CHF | 2,800 CHF | 100.00% | 100.00% |
14/11/2024 | 94.15% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,013 CHF | 2,800 CHF | 99.08% | 99.08% |
13/11/2024 | 80.03% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,204 CHF | 2,800 CHF | 100.00% | 100.00% |
12/11/2024 | 84.94% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,131 CHF | 2,800 CHF | 100.00% | 100.00% |
11/11/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,120 CHF | 2,800 CHF | 100.00% | 100.00% |
08/11/2024 | 77.65% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,239 CHF | 2,800 CHF | 100.00% | 100.00% |
07/11/2024 | 66.97% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,398 CHF | 2,804 CHF | 99.67% | 99.67% |