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 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 13.10% | 98.98% |
19/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 1.38% | 99.99% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 95,211 | 5,000 CHF | 1,904 CHF | 93.21% | 94.23% |
15/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 3.81% | 100.00% |
14/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
13/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 499,176 | 75,000 | 4,992 CHF | 1,500 CHF | 1.05% | 99.36% |
12/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 396,676 | 99,142 | 3,967 CHF | 1,983 CHF | 12.14% | 95.15% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 100.00% | 100.00% |
08/11/2024 | 65.85% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,153 CHF | 2,031 CHF | 100.00% | 100.00% |
07/11/2024 | 53.08% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 98,694 | 7,548 CHF | 2,484 CHF | 98.40% | 98.40% |