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 | 54.00% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 209,764 | 209,764 | 2,901 CHF | 5,001 CHF | 100.00% | 100.00% |
19/11/2024 | 62.36% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 215,917 | 215,917 | 2,452 CHF | 4,625 CHF | 100.00% | 100.00% |
18/11/2024 | 41.67% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 206,774 | 206,774 | 4,025 CHF | 6,095 CHF | 100.00% | 100.00% |
15/11/2024 | 38.31% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 200,108 | 200,108 | 4,340 CHF | 6,343 CHF | 99.86% | 99.86% |
14/11/2024 | 50.51% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 212,581 | 212,581 | 3,200 CHF | 5,328 CHF | 100.00% | 100.00% |
13/11/2024 | 50.38% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 210,285 | 210,285 | 3,199 CHF | 5,304 CHF | 100.00% | 100.00% |
12/11/2024 | 42.61% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 207,884 | 207,884 | 3,929 CHF | 6,010 CHF | 99.85% | 99.85% |
11/11/2024 | 35.93% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 207,606 | 207,606 | 4,835 CHF | 6,914 CHF | 100.00% | 100.00% |
08/11/2024 | 33.25% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 206,401 | 206,401 | 5,282 CHF | 7,348 CHF | 100.00% | 100.00% |
07/11/2024 | 36.27% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 207,887 | 207,887 | 4,791 CHF | 6,872 CHF | 100.00% | 100.00% |