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 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.37% | 99.37% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.37% | 99.37% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.37% | 99.37% |
15/11/2024 | 50.54% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,035 CHF | 6,512 CHF | 99.34% | 99.34% |
14/11/2024 | 30.24% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,402 CHF | 9,634 CHF | 99.37% | 99.37% |
13/11/2024 | 37.58% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 16,588 CHF | 8,029 CHF | 99.38% | 99.38% |
12/11/2024 | 37.70% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 16,509 CHF | 8,003 CHF | 99.15% | 99.15% |
11/11/2024 | 31.41% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,638 CHF | 9,379 CHF | 99.13% | 99.13% |
08/11/2024 | 28.45% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,640 CHF | 10,047 CHF | 99.38% | 99.38% |
07/11/2024 | 26.37% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 25,103 CHF | 10,868 CHF | 98.56% | 98.56% |