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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 7,500 CHF | 1,500 CHF | 99.17% | 99.17% |
22/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 7,500 CHF | 1,500 CHF | 99.17% | 99.17% |
20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 7,500 CHF | 1,500 CHF | 99.17% | 99.17% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 7,500 CHF | 1,500 CHF | 99.16% | 99.16% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 7,500 CHF | 1,500 CHF | 99.23% | 99.23% |
15/11/2024 | 61.56% | 0.01 CHF | 0.02 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 8,936 CHF | 1,644 CHF | 99.16% | 99.16% |
14/11/2024 | 31.16% | 0.02 CHF | 0.03 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 20,804 CHF | 2,830 CHF | 99.16% | 99.16% |
13/11/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 22,571 CHF | 3,007 CHF | 99.16% | 99.16% |
12/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 22,500 CHF | 3,000 CHF | 99.16% | 99.16% |
11/11/2024 | 23.07% | 0.04 CHF | 0.05 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 28,996 CHF | 3,650 CHF | 99.16% | 99.16% |