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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 40.32% | 100.00% |
19/11/2024 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.07% |
18/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 15.04% | 100.00% |
15/11/2024 | - | 0.01 CHF | 0.01 CHF | 500,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 74.69% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 99.44% | 99.44% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 49,819 | 5,000 CHF | 996 CHF | 98.88% | 98.88% |
12/11/2024 | 65.95% | 0.01 CHF | 0.02 CHF | 467,573 | 50,000 | 454,826 | 50,000 | 4,674 CHF | 1,013 CHF | 100.00% | 100.00% |
11/11/2024 | 39.23% | 0.02 CHF | 0.03 CHF | 339,438 | 50,000 | 338,369 | 50,000 | 7,003 CHF | 1,534 CHF | 100.00% | 100.00% |
08/11/2024 | 31.31% | 0.02 CHF | 0.03 CHF | 344,778 | 50,000 | 304,926 | 50,000 | 8,320 CHF | 1,880 CHF | 88.69% | 88.69% |
07/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 312,700 | 50,000 | 312,679 | 48,703 | 9,380 CHF | 1,948 CHF | 99.06% | 99.06% |