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 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 16.42% | 100.00% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 71.56% | 99.87% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 36,163 | 5,000 CHF | 723 CHF | 34.07% | 89.21% |
15/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 63.83% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 52.33% | 84.18% |
13/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 50,000 | 500,000 | 47,879 | 5,000 CHF | 958 CHF | 22.45% | 91.94% |
12/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 72.34% | 96.36% |
11/11/2024 | 64.36% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,432 CHF | 1,043 CHF | 98.13% | 98.13% |
08/11/2024 | 60.03% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 6,245 CHF | 562 CHF | 94.59% | 94.59% |
07/11/2024 | 30.21% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 24,740 | 14,285 CHF | 954 CHF | 99.06% | 99.06% |