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 | 115.51% | 0.01 CHF | 0.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 579 CHF | 2,139 CHF | 100.00% | 100.00% |
19/11/2024 | 66.17% | 0.04 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,760 CHF | 3,320 CHF | 100.00% | 100.00% |
18/11/2024 | 84.75% | 0.02 CHF | 0.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,062 CHF | 2,622 CHF | 98.97% | 98.97% |
15/11/2024 | 122.15% | 0.01 CHF | 0.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 498 CHF | 2,058 CHF | 100.00% | 100.00% |
14/11/2024 | 109.08% | 0.01 CHF | 0.03 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 677 CHF | 2,237 CHF | 100.00% | 100.00% |
13/11/2024 | 92.36% | 0.02 CHF | 0.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 914 CHF | 2,474 CHF | 99.88% | 99.88% |
12/11/2024 | 152.51% | 0.01 CHF | 0.03 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 243 CHF | 1,803 CHF | 76.88% | 100.00% |
11/11/2024 | 98.62% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 59,952 | 59,952 | 804 CHF | 2,364 CHF | 59.88% | 100.00% |
08/11/2024 | 78.07% | 0.02 CHF | 0.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,229 CHF | 2,789 CHF | 100.00% | 100.00% |
07/11/2024 | 61.04% | 0.03 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,781 CHF | 3,341 CHF | 99.68% | 99.68% |