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 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,472 | 5,000 CHF | 374 CHF | 99.55% | 99.55% |
19/11/2024 | 133.80% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,471 | 4,964 CHF | 374 CHF | 99.57% | 99.57% |
18/11/2024 | 143.64% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,513 | 4,212 CHF | 376 CHF | 98.45% | 98.45% |
15/11/2024 | 138.56% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,472 | 4,600 CHF | 374 CHF | 99.58% | 99.58% |
14/11/2024 | 179.82% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,472 | 1,444 CHF | 374 CHF | 99.58% | 99.58% |
13/11/2024 | 133.84% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 496,071 | 7,780 | 4,957 CHF | 389 CHF | 90.80% | 90.80% |
12/11/2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 499,999 | 7,477 | 5,000 CHF | 374 CHF | 99.45% | 99.45% |
11/11/2024 | 105.51% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 499,999 | 7,516 | 7,922 CHF | 376 CHF | 98.36% | 98.36% |
08/11/2024 | 74.48% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,473 | 11,573 CHF | 374 CHF | 99.57% | 99.57% |
07/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 10,000 CHF | 1,000 CHF | 0.09% | 0.09% |