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 | 22.80% | 0.04 CHF | 0.05 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 29,312 CHF | 2,454 CHF | 99.17% | 99.17% |
19/11/2024 | 19.51% | 0.05 CHF | 0.06 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 35,100 CHF | 2,840 CHF | 99.16% | 99.16% |
18/11/2024 | 42.83% | 0.02 CHF | 0.03 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 14,205 CHF | 1,447 CHF | 99.23% | 99.23% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 99.17% | 99.17% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 99.16% | 99.16% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 99.16% | 99.16% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 99.16% | 99.16% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 99.17% | 99.17% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 99.17% | 99.17% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 7,500 CHF | 1,000 CHF | 98.26% | 98.26% |