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 | 50.34% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,094 CHF | 3,494 CHF | 100.00% | 100.00% |
19/11/2024 | 41.46% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,746 CHF | 4,146 CHF | 100.00% | 100.00% |
18/11/2024 | 56.91% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,864 | 139,864 | 1,777 CHF | 3,177 CHF | 99.06% | 99.06% |
15/11/2024 | 65.39% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,445 CHF | 2,845 CHF | 100.00% | 100.00% |
14/11/2024 | 61.56% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,582 CHF | 2,982 CHF | 99.08% | 99.08% |
13/11/2024 | 51.81% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,006 CHF | 3,406 CHF | 100.00% | 100.00% |
12/11/2024 | 57.38% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,745 CHF | 3,145 CHF | 100.00% | 100.00% |
11/11/2024 | 59.00% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,674 CHF | 3,074 CHF | 100.00% | 100.00% |
08/11/2024 | 53.18% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,935 CHF | 3,335 CHF | 100.00% | 100.00% |
07/11/2024 | 49.52% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,134 CHF | 3,534 CHF | 99.67% | 99.67% |