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 | 34.99% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,222 CHF | 2,178 CHF | 14.13% | 100.00% |
19/11/2024 | 36.09% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,530 CHF | 2,244 CHF | 100.00% | 100.00% |
18/11/2024 | 49.85% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 43,383 | 14,259 CHF | 2,038 CHF | 100.00% | 100.00% |
15/11/2024 | 36.78% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,224 CHF | 1,757 CHF | 100.00% | 100.00% |
14/11/2024 | 41.49% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,057 CHF | 1,679 CHF | 99.52% | 99.52% |
13/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 49,708 | 5,000 CHF | 1,491 CHF | 98.23% | 99.32% |
12/11/2024 | 98.71% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,107 CHF | 1,500 CHF | 100.00% | 100.00% |
11/11/2024 | 47.61% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,301 CHF | 1,686 CHF | 100.00% | 100.00% |
08/11/2024 | 45.13% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,811 CHF | 1,998 CHF | 100.00% | 100.00% |
07/11/2024 | 35.79% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 48,434 | 17,025 CHF | 2,343 CHF | 98.51% | 98.51% |