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 | 74.91% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 1,008 CHF | 2,205 CHF | 100.00% | 100.00% |
19/11/2024 | 40.52% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 2,206 CHF | 3,306 CHF | 99.84% | 99.84% |
18/11/2024 | 49.34% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 1,789 CHF | 2,889 CHF | 100.00% | 100.00% |
15/11/2024 | 45.55% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 109,991 | 109,991 | 1,894 CHF | 2,994 CHF | 100.00% | 100.00% |
14/11/2024 | 34.09% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 109,988 | 109,988 | 2,710 CHF | 3,810 CHF | 100.00% | 100.00% |
13/11/2024 | 55.71% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 109,984 | 109,984 | 1,737 CHF | 2,881 CHF | 100.00% | 100.00% |
12/11/2024 | 6.91% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 100,464 | 100,464 | 14,354 CHF | 15,359 CHF | 99.78% | 99.78% |
11/11/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 99,968 | 99,968 | 18,786 CHF | 19,786 CHF | 100.00% | 100.00% |
08/11/2024 | 6.50% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 14,922 CHF | 15,922 CHF | 98.58% | 98.58% |
07/11/2024 | 5.77% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,862 CHF | 17,862 CHF | 100.00% | 100.00% |