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 | 78.68% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,377 CHF | 3,104 CHF | 100.00% | 100.00% |
19/11/2024 | 68.38% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,534 CHF | 3,102 CHF | 100.00% | 100.00% |
18/11/2024 | 68.44% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,473 CHF | 3,002 CHF | 99.57% | 99.57% |
15/11/2024 | 76.04% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,352 CHF | 3,000 CHF | 100.00% | 100.00% |
14/11/2024 | 107.56% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 902 CHF | 3,000 CHF | 100.00% | 100.00% |
13/11/2024 | 83.42% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,236 CHF | 3,000 CHF | 100.00% | 100.00% |
12/11/2024 | 74.80% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,372 CHF | 3,000 CHF | 100.00% | 100.00% |
11/11/2024 | 67.16% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,492 CHF | 3,000 CHF | 100.00% | 100.00% |
08/11/2024 | 58.84% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,800 CHF | 3,300 CHF | 100.00% | 100.00% |
07/11/2024 | 50.78% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,219 CHF | 3,719 CHF | 99.68% | 99.68% |