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 | 6.86% | 91.28% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 4.23% | 94.02% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 446,034 | 92,291 | 4,460 CHF | 1,846 CHF | 21.10% | 99.97% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 97.19% | 97.19% |
14/11/2024 | 64.84% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,342 CHF | 2,068 CHF | 87.40% | 87.40% |
13/11/2024 | 67.05% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 495,842 | 99,143 | 4,958 CHF | 1,989 CHF | 98.93% | 98.93% |
12/11/2024 | 42.27% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,654 CHF | 2,931 CHF | 96.49% | 96.49% |
11/11/2024 | 27.29% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 16,006 CHF | 4,201 CHF | 98.15% | 98.15% |
08/11/2024 | 37.92% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,908 CHF | 3,182 CHF | 98.64% | 98.64% |
07/11/2024 | 26.83% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 481,944 | 97,421 | 16,999 CHF | 4,416 CHF | 88.87% | 88.87% |