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 | 84.03% | 0.01 CHF | 0.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 537 CHF | 1,287 CHF | 99.16% | 99.16% |
19/11/2024 | 150.00% | 0.00 CHF | 0.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147 CHF | 897 CHF | 99.17% | 99.17% |
18/11/2024 | 62.22% | 0.01 CHF | 0.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 875 CHF | 1,625 CHF | 99.23% | 99.23% |
15/11/2024 | 22.50% | 0.03 CHF | 0.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 3,031 CHF | 3,781 CHF | 99.17% | 99.17% |
14/11/2024 | 13.64% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 5,128 CHF | 5,878 CHF | 99.15% | 99.15% |
13/11/2024 | 12.01% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 5,885 CHF | 6,635 CHF | 99.16% | 99.16% |
12/11/2024 | 10.79% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 6,611 CHF | 7,361 CHF | 99.17% | 99.17% |
11/11/2024 | 9.98% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 7,155 CHF | 7,905 CHF | 98.84% | 99.13% |
08/11/2024 | 8.24% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 8,755 CHF | 9,505 CHF | 99.16% | 99.16% |
07/11/2024 | 6.23% | 0.14 CHF | 0.16 CHF | 75,000 | 75,000 | 206,391 | 89,044 | 32,620 CHF | 14,825 CHF | 97.93% | 98.09% |