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 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |
18/11/2024 | 65.66% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,784 CHF | 5,095 CHF | 99.22% | 99.22% |
15/11/2024 | 39.86% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,094 CHF | 7,531 CHF | 99.17% | 99.17% |
14/11/2024 | 42.31% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 14,422 CHF | 7,307 CHF | 97.47% | 97.47% |
13/11/2024 | 18.09% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 38,318 CHF | 15,273 CHF | 99.16% | 99.16% |
12/11/2024 | 13.68% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 51,241 CHF | 19,580 CHF | 99.16% | 99.16% |
11/11/2024 | 9.89% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 57,821 CHF | 21,274 CHF | 99.16% | 99.16% |
08/11/2024 | 10.67% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 652,073 | 217,358 | 58,681 CHF | 21,734 CHF | 99.17% | 99.17% |
07/11/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,407 CHF | 28,302 CHF | 97.86% | 97.86% |