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 | 48.19% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,307 CHF | 100.00% | 100.00% |
19/11/2024 | 54.39% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,459 CHF | 3,671 CHF | 100.00% | 100.00% |
18/11/2024 | 73.61% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 88,973 | 8,912 CHF | 3,384 CHF | 100.00% | 100.00% |
15/11/2024 | 46.96% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,255 CHF | 3,619 CHF | 99.99% | 99.99% |
14/11/2024 | 36.10% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,013 CHF | 4,000 CHF | 99.52% | 99.52% |
13/11/2024 | 33.43% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 99,147 | 14,769 CHF | 4,104 CHF | 99.32% | 99.32% |
12/11/2024 | 48.75% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,942 CHF | 100.00% | 100.00% |
11/11/2024 | 30.66% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,481 CHF | 5,000 CHF | 100.00% | 100.00% |
08/11/2024 | 48.23% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,318 CHF | 5,000 CHF | 100.00% | 100.00% |
07/11/2024 | 29.51% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 97,408 | 18,843 CHF | 4,896 CHF | 99.13% | 99.13% |