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 | 35.69% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,884 CHF | 2,533 CHF | 100.00% | 100.00% |
19/11/2024 | 57.99% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 480,921 | 73,453 | 6,384 CHF | 1,729 CHF | 100.00% | 100.00% |
18/11/2024 | 47.51% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,973 | 9,730 CHF | 1,934 CHF | 100.00% | 100.00% |
15/11/2024 | 39.82% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,440 CHF | 2,316 CHF | 100.00% | 100.00% |
14/11/2024 | 52.78% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 7,603 CHF | 1,890 CHF | 99.52% | 99.52% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,146 | 5,000 CHF | 1,483 CHF | 99.32% | 99.32% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 100.00% | 100.00% |
11/11/2024 | 56.05% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 6,991 CHF | 1,799 CHF | 100.00% | 100.00% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 100.00% | 100.00% |
07/11/2024 | 48.07% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 72,406 | 8,740 CHF | 2,019 CHF | 99.12% | 99.12% |