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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 61.08% | 0.01 CHF | 0.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 9,104 CHF | 2,214 CHF | 99.16% | 99.16% |
22/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 7,500 CHF | 2,000 CHF | 99.17% | 99.17% |
20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 7,500 CHF | 2,000 CHF | 99.17% | 99.17% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 7,500 CHF | 2,000 CHF | 99.16% | 99.16% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 7,500 CHF | 2,000 CHF | 98.78% | 98.78% |
15/11/2024 | 63.08% | 0.02 CHF | 0.03 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 8,508 CHF | 2,134 CHF | 99.16% | 99.16% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 15,000 CHF | 3,000 CHF | 99.16% | 99.16% |
13/11/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 14,991 CHF | 2,999 CHF | 98.93% | 98.93% |
12/11/2024 | 25.85% | 0.03 CHF | 0.04 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 26,276 CHF | 4,504 CHF | 99.17% | 99.17% |
11/11/2024 | 17.29% | 0.06 CHF | 0.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 39,893 CHF | 6,319 CHF | 99.16% | 99.16% |