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 | 33.81% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 12,710 CHF | 3,542 CHF | 13.10% | 98.98% |
19/11/2024 | 40.13% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,976 CHF | 2,995 CHF | 99.99% | 99.99% |
18/11/2024 | 38.72% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 95,263 | 10,561 CHF | 2,942 CHF | 94.23% | 94.23% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 100.00% | 100.00% |
14/11/2024 | 40.84% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,842 CHF | 2,968 CHF | 97.92% | 97.92% |
13/11/2024 | 41.38% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 99,710 | 9,742 CHF | 2,940 CHF | 99.36% | 99.36% |
12/11/2024 | 43.13% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,510 CHF | 2,902 CHF | 95.15% | 95.15% |
11/11/2024 | 23.46% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,023 CHF | 4,805 CHF | 100.00% | 100.00% |
08/11/2024 | 25.78% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 17,197 CHF | 4,439 CHF | 100.00% | 100.00% |
07/11/2024 | 23.90% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 98,694 | 18,872 CHF | 4,720 CHF | 98.40% | 98.40% |