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 | 71.04% | 0.01 CHF | 0.02 CHF | 390,000 | 390,000 | 174,283 | 174,283 | 1,606 CHF | 3,494 CHF | 99.90% | 99.90% |
19/11/2024 | 79.56% | 0.01 CHF | 0.02 CHF | 390,000 | 390,000 | 174,112 | 174,112 | 1,539 CHF | 3,492 CHF | 100.00% | 100.00% |
18/11/2024 | 47.40% | 0.01 CHF | 0.02 CHF | 390,000 | 390,000 | 173,899 | 173,899 | 2,680 CHF | 4,426 CHF | 99.90% | 99.90% |
15/11/2024 | 31.34% | 0.02 CHF | 0.03 CHF | 390,000 | 390,000 | 149,759 | 149,759 | 3,572 CHF | 5,079 CHF | 98.15% | 98.15% |
14/11/2024 | 23.18% | 0.04 CHF | 0.05 CHF | 370,000 | 370,000 | 166,522 | 166,522 | 6,566 CHF | 8,239 CHF | 100.00% | 100.00% |
13/11/2024 | 19.82% | 0.04 CHF | 0.05 CHF | 370,000 | 370,000 | 165,136 | 165,136 | 7,461 CHF | 9,120 CHF | 100.00% | 100.00% |
12/11/2024 | 17.96% | 0.04 CHF | 0.05 CHF | 370,000 | 370,000 | 167,331 | 167,331 | 8,515 CHF | 10,196 CHF | 100.00% | 100.00% |
11/11/2024 | 17.21% | 0.07 CHF | 0.08 CHF | 360,000 | 360,000 | 150,834 | 150,834 | 10,281 CHF | 11,921 CHF | 99.90% | 99.90% |
08/11/2024 | 12.19% | 0.05 CHF | 0.06 CHF | 370,000 | 370,000 | 158,617 | 158,617 | 12,084 CHF | 13,706 CHF | 99.19% | 99.19% |
07/11/2024 | 10.18% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 155,485 | 155,485 | 15,832 CHF | 17,394 CHF | 100.00% | 100.00% |