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 | 94.92% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,424 CHF | 3,000 CHF | 100.00% | 100.00% |
19/11/2024 | 60.52% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,290 CHF | 3,000 CHF | 100.00% | 100.00% |
18/11/2024 | 104.15% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 426,414 | 89,488 | 4,264 CHF | 2,788 CHF | 98.70% | 100.00% |
15/11/2024 | 66.76% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 7,770 CHF | 3,000 CHF | 99.99% | 99.99% |
14/11/2024 | 45.32% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,199 CHF | 99.52% | 99.52% |
13/11/2024 | 53.93% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 495,859 | 99,147 | 9,899 CHF | 3,464 CHF | 99.32% | 99.32% |
12/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 4,000 CHF | 100.00% | 100.00% |
11/11/2024 | 44.00% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 12,975 CHF | 4,000 CHF | 100.00% | 100.00% |
08/11/2024 | 64.24% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,318 CHF | 4,000 CHF | 100.00% | 100.00% |
07/11/2024 | 38.37% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 481,855 | 97,408 | 13,480 CHF | 3,922 CHF | 99.13% | 99.13% |