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 | 100.30% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 534 CHF | 1,600 CHF | 99.42% | 99.42% |
19/11/2024 | 136.16% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 308 CHF | 1,600 CHF | 100.00% | 100.00% |
18/11/2024 | 89.78% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 616 CHF | 1,605 CHF | 99.88% | 99.88% |
15/11/2024 | 63.40% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 867 CHF | 1,667 CHF | 100.00% | 100.00% |
14/11/2024 | 60.60% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 926 CHF | 1,726 CHF | 98.52% | 98.52% |
13/11/2024 | 61.86% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 899 CHF | 1,699 CHF | 100.00% | 100.00% |
12/11/2024 | 47.95% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,279 CHF | 2,079 CHF | 99.87% | 99.87% |
11/11/2024 | 33.38% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 2,006 CHF | 2,806 CHF | 100.00% | 100.00% |
08/11/2024 | 33.40% | 0.03 CHF | 0.04 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,998 CHF | 2,798 CHF | 98.31% | 98.31% |
07/11/2024 | 27.00% | 0.03 CHF | 0.04 CHF | 80,000 | 80,000 | 79,921 | 79,921 | 2,565 CHF | 3,364 CHF | 100.00% | 100.00% |