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 | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.17% | 99.17% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.17% | 99.17% |
18/11/2024 | 51.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 15,003 CHF | 8,001 CHF | 99.23% | 99.23% |
15/11/2024 | 41.31% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 17,747 CHF | 8,916 CHF | 99.17% | 99.17% |
14/11/2024 | 50.77% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 14,365 CHF | 7,788 CHF | 99.15% | 99.15% |
13/11/2024 | 62.53% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 10,395 CHF | 6,465 CHF | 99.16% | 99.16% |
12/11/2024 | 63.22% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 10,164 CHF | 6,388 CHF | 99.16% | 99.16% |
11/11/2024 | 23.46% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 889,561 | 296,520 | 33,822 CHF | 14,239 CHF | 99.16% | 99.16% |
08/11/2024 | 35.30% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 21,703 CHF | 10,234 CHF | 99.17% | 99.17% |
07/11/2024 | 38.02% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 19,561 CHF | 9,520 CHF | 98.19% | 98.19% |