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 | 57.67% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 30,129 | 30,129 | 380 CHF | 687 CHF | 99.89% | 99.89% |
19/11/2024 | 75.87% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 30,498 | 30,498 | 269 CHF | 611 CHF | 100.00% | 100.00% |
18/11/2024 | 61.91% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 21,032 | 21,032 | 231 CHF | 453 CHF | 99.89% | 99.89% |
15/11/2024 | 74.39% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 30,539 | 30,539 | 310 CHF | 635 CHF | 99.90% | 99.90% |
14/11/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 30,558 | 30,558 | 183 CHF | 613 CHF | 100.00% | 100.00% |
13/11/2024 | 81.45% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 30,525 | 30,525 | 276 CHF | 618 CHF | 100.00% | 100.00% |
12/11/2024 | 47.45% | 0.01 CHF | 0.02 CHF | 70,000 | 70,000 | 31,549 | 31,549 | 499 CHF | 816 CHF | 99.90% | 99.90% |
11/11/2024 | 85.26% | 0.02 CHF | 0.03 CHF | 60,000 | 60,000 | 10,792 | 10,792 | 295 CHF | 675 CHF | 99.88% | 99.88% |
08/11/2024 | 59.63% | 0.02 CHF | 0.03 CHF | 60,000 | 60,000 | 30,579 | 30,579 | 392 CHF | 699 CHF | 100.00% | 100.00% |
07/11/2024 | 66.80% | 0.01 CHF | 0.02 CHF | 70,000 | 70,000 | 32,668 | 32,668 | 340 CHF | 673 CHF | 99.89% | 99.89% |