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 | 100.00% | 100.00% |
19/11/2024 | 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% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 88,971 | 5,000 CHF | 1,779 CHF | 100.00% | 100.00% |
15/11/2024 | 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% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 96.95% | 98.35% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 99,562 | 5,000 CHF | 1,991 CHF | 59.23% | 91.93% |
12/11/2024 | 60.34% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,186 CHF | 2,237 CHF | 100.00% | 100.00% |
11/11/2024 | 30.50% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,158 CHF | 3,832 CHF | 100.00% | 100.00% |
08/11/2024 | 35.83% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,826 CHF | 3,365 CHF | 98.55% | 98.55% |
07/11/2024 | 29.90% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 98,266 | 14,823 CHF | 3,930 CHF | 95.52% | 95.52% |