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 | 40.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 14.13% | 99.90% |
19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,973 | 10,000 CHF | 1,919 CHF | 100.00% | 100.00% |
15/11/2024 | 40.15% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 245,796 | 54,389 | 4,916 CHF | 1,634 CHF | 99.59% | 99.59% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 92.35% | 92.35% |
13/11/2024 | 65.33% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,115 | 5,250 CHF | 1,520 CHF | 94.33% | 94.33% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 82.59% | 82.59% |
07/11/2024 | 46.21% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 72,981 | 8,835 CHF | 2,015 CHF | 96.22% | 96.22% |