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 | 0.01 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 0.04% | 89.21% |
19/11/2024 | - | 0.01 CHF | 0.01 CHF | 500,000 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.33% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 24,481 | 5,000 CHF | 490 CHF | 60.93% | 96.07% |
15/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 6.66% | 85.13% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 68.14% | 93.66% |
13/11/2024 | 55.77% | 0.01 CHF | 0.01 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 7,043 CHF | 602 CHF | 9.92% | 36.62% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 12.55% | 85.25% |
11/11/2024 | - | 0.02 CHF | 0.01 CHF | 500,000 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 32.67% |
08/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 4.59% | 87.28% |
07/11/2024 | 55.68% | 0.01 CHF | 0.01 CHF | 500,000 | 25,000 | 500,000 | 24,869 | 7,082 CHF | 602 CHF | 78.94% | 95.98% |