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 | 0.02 CHF | 500,000 | 100,000 | 500,000 | 50,037 | 5,000 CHF | 1,001 CHF | 77.33% | 99.56% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 4.57% | 86.45% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 60,858 | 5,000 CHF | 1,217 CHF | 99.56% | 99.56% |
15/11/2024 | 46.09% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 60,533 | 8,857 CHF | 1,597 CHF | 98.38% | 98.38% |
14/11/2024 | 39.53% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 60,749 | 10,207 CHF | 1,864 CHF | 99.29% | 99.29% |
13/11/2024 | 45.81% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 499,998 | 62,044 | 8,911 CHF | 1,644 CHF | 89.77% | 90.48% |
12/11/2024 | 64.25% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 61,153 | 5,453 CHF | 1,314 CHF | 96.99% | 96.99% |
11/11/2024 | - | - CHF | 0.04 CHF | 0 | 10,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.14% |
08/11/2024 | 36.66% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 60,860 | 11,462 CHF | 1,988 CHF | 99.61% | 99.61% |
07/11/2024 | 39.37% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 60,904 | 10,276 CHF | 1,882 CHF | 99.08% | 99.08% |