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 | 187.10% | 0.00 CHF | 0.03 CHF | 50,000 | 50,000 | 30,093 | 30,093 | 30 CHF | 903 CHF | 93.92% | 93.92% |
19/11/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 50,000 | 50,000 | 29,800 | 29,800 | 30 CHF | 894 CHF | 99.65% | 99.65% |
18/11/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 50,000 | 50,000 | 32,121 | 32,121 | 32 CHF | 964 CHF | 67.15% | 67.15% |
15/11/2024 | 155.07% | 0.00 CHF | 0.04 CHF | 50,000 | 50,000 | 29,797 | 29,797 | 138 CHF | 1,192 CHF | 99.66% | 99.66% |
14/11/2024 | 123.28% | 0.01 CHF | 0.04 CHF | 50,000 | 50,000 | 415,297 | 27,878 | 4,132 CHF | 1,115 CHF | 91.54% | 91.54% |
13/11/2024 | 103.28% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 496,267 | 30,551 | 6,582 CHF | 1,224 CHF | 90.86% | 90.86% |
12/11/2024 | 106.92% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 29,256 | 6,227 CHF | 1,170 CHF | 87.55% | 87.55% |
11/11/2024 | 65.06% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 499,999 | 28,852 | 10,214 CHF | 1,154 CHF | 97.39% | 97.39% |
08/11/2024 | 120.54% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 156,998 | 29,887 | 1,566 CHF | 1,195 CHF | 98.63% | 98.63% |
07/11/2024 | 103.11% | 0.00 CHF | 0.03 CHF | 50,000 | 50,000 | 62,218 | 29,935 | 606 CHF | 898 CHF | 97.62% | 97.62% |