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 | 35.74% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,246 CHF | 4,646 CHF | 100.00% | 100.00% |
19/11/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,335 CHF | 5,735 CHF | 100.00% | 100.00% |
18/11/2024 | 40.84% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 139,870 | 139,870 | 2,749 CHF | 4,149 CHF | 99.06% | 99.06% |
15/11/2024 | 45.37% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,393 CHF | 3,793 CHF | 100.00% | 100.00% |
14/11/2024 | 43.67% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,509 CHF | 3,909 CHF | 99.08% | 99.08% |
13/11/2024 | 34.90% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,329 CHF | 4,729 CHF | 100.00% | 100.00% |
12/11/2024 | 39.44% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,855 CHF | 4,255 CHF | 100.00% | 100.00% |
11/11/2024 | 43.57% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,514 CHF | 3,914 CHF | 100.00% | 100.00% |
08/11/2024 | 38.22% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,969 CHF | 4,369 CHF | 100.00% | 100.00% |
07/11/2024 | 35.11% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,308 CHF | 4,708 CHF | 99.67% | 99.67% |