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 | 82.75% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,482 CHF | 100.00% | 100.00% |
19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 498,062 | 99,785 | 4,981 CHF | 2,994 CHF | 100.00% | 100.00% |
18/11/2024 | 102.33% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 94,173 | 5,000 CHF | 2,883 CHF | 88.22% | 100.00% |
15/11/2024 | 91.03% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,747 CHF | 3,000 CHF | 100.00% | 100.00% |
14/11/2024 | 40.63% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,024 CHF | 99.27% | 99.27% |
13/11/2024 | 89.19% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 99,134 | 5,921 CHF | 2,980 CHF | 99.40% | 99.40% |
12/11/2024 | 61.57% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,938 CHF | 3,781 CHF | 100.00% | 100.00% |
11/11/2024 | 63.83% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,894 CHF | 100.00% | 100.00% |
08/11/2024 | 62.40% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,840 CHF | 99.95% | 99.95% |
07/11/2024 | 52.42% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 97,491 | 11,996 CHF | 3,925 CHF | 99.05% | 99.05% |