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 | 53.99% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,910 CHF | 3,310 CHF | 100.00% | 100.00% |
19/11/2024 | 125.85% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 642 CHF | 2,800 CHF | 100.00% | 100.00% |
18/11/2024 | 117.69% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 738 CHF | 2,800 CHF | 100.00% | 100.00% |
15/11/2024 | 61.37% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,700 CHF | 3,144 CHF | 100.00% | 100.00% |
14/11/2024 | 37.78% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,034 CHF | 4,434 CHF | 100.00% | 100.00% |
13/11/2024 | 27.59% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 139,356 | 139,356 | 4,364 CHF | 5,758 CHF | 100.00% | 100.00% |
12/11/2024 | 18.50% | 0.05 CHF | 0.06 CHF | 130,000 | 130,000 | 131,520 | 131,520 | 6,863 CHF | 8,178 CHF | 100.00% | 100.00% |
11/11/2024 | 21.20% | 0.04 CHF | 0.05 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 5,917 CHF | 7,317 CHF | 100.00% | 100.00% |
08/11/2024 | 27.10% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,514 CHF | 5,914 CHF | 98.90% | 98.90% |
07/11/2024 | 19.88% | 0.04 CHF | 0.05 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,350 CHF | 7,750 CHF | 100.00% | 100.00% |