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 | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.17% | 99.17% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.17% | 99.17% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.22% | 99.22% |
15/11/2024 | 61.93% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 10,597 CHF | 6,532 CHF | 99.16% | 99.16% |
14/11/2024 | 40.35% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 17,881 CHF | 8,960 CHF | 99.15% | 99.15% |
13/11/2024 | 59.90% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 11,284 CHF | 6,761 CHF | 99.16% | 99.16% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 18,000 CHF | 9,000 CHF | 99.16% | 99.16% |
11/11/2024 | 29.42% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 26,328 CHF | 11,776 CHF | 99.17% | 99.17% |
08/11/2024 | 34.22% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 22,554 CHF | 10,518 CHF | 99.16% | 99.16% |
07/11/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,027 CHF | 12,009 CHF | 98.19% | 98.19% |