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 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 100.00% | 100.00% |
19/11/2024 | 43.57% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,331 CHF | 1,433 CHF | 99.94% | 99.94% |
18/11/2024 | 45.22% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 44,487 | 9,510 CHF | 1,325 CHF | 100.00% | 100.00% |
15/11/2024 | 42.43% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,544 CHF | 1,454 CHF | 100.00% | 100.00% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 99.44% | 99.44% |
13/11/2024 | 40.31% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 49,819 | 10,000 CHF | 1,499 CHF | 98.88% | 98.88% |
12/11/2024 | 36.76% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,416 CHF | 1,642 CHF | 99.99% | 99.99% |
11/11/2024 | 28.34% | 0.03 CHF | 0.04 CHF | 441,819 | 50,000 | 442,100 | 50,000 | 13,430 CHF | 2,019 CHF | 100.00% | 100.00% |
08/11/2024 | 27.82% | 0.03 CHF | 0.04 CHF | 442,642 | 50,000 | 436,349 | 50,000 | 13,616 CHF | 2,060 CHF | 88.69% | 88.69% |
07/11/2024 | 25.02% | 0.04 CHF | 0.05 CHF | 442,931 | 50,000 | 436,766 | 48,703 | 16,320 CHF | 2,329 CHF | 99.06% | 99.06% |