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 | 45.06% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 60,846 | 9,051 CHF | 1,636 CHF | 99.54% | 99.54% |
19/11/2024 | 58.96% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 62,653 | 6,446 CHF | 1,398 CHF | 85.38% | 86.42% |
18/11/2024 | 38.72% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 60,856 | 10,560 CHF | 1,882 CHF | 99.55% | 99.55% |
15/11/2024 | 24.10% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 60,522 | 18,676 CHF | 2,769 CHF | 98.34% | 98.34% |
14/11/2024 | 18.67% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 60,743 | 24,406 CHF | 3,585 CHF | 99.26% | 99.26% |
13/11/2024 | 24.40% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 496,091 | 61,588 | 18,682 CHF | 2,850 CHF | 90.45% | 90.45% |
12/11/2024 | 142.86% | 0.01 CHF | 0.06 CHF | 10,000 | 10,000 | 6,114 | 6,114 | 61 CHF | 367 CHF | 96.96% | 96.96% |
11/11/2024 | 114.92% | 0.01 CHF | 0.06 CHF | 10,000 | 10,000 | 6,090 | 6,090 | 110 CHF | 414 CHF | 99.10% | 99.10% |
08/11/2024 | 19.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 60,860 | 23,767 CHF | 3,472 CHF | 99.60% | 99.60% |
07/11/2024 | 20.89% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 60,902 | 21,656 CHF | 3,276 CHF | 99.07% | 99.07% |