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 | 69.14% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 7,572 CHF | 3,000 CHF | 100.00% | 100.00% |
19/11/2024 | 62.81% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,360 CHF | 3,117 CHF | 100.00% | 100.00% |
18/11/2024 | 65.15% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 88,973 | 8,272 CHF | 2,779 CHF | 100.00% | 100.00% |
15/11/2024 | 69.49% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,197 CHF | 3,295 CHF | 99.99% | 99.99% |
14/11/2024 | 61.80% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,817 CHF | 99.52% | 99.52% |
13/11/2024 | 56.01% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 99,147 | 11,428 CHF | 3,972 CHF | 99.32% | 99.32% |
12/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 100.00% | 100.00% |
11/11/2024 | 49.27% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,131 CHF | 5,000 CHF | 100.00% | 100.00% |
08/11/2024 | 47.03% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,862 CHF | 100.00% | 100.00% |
07/11/2024 | 45.50% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 97,408 | 15,893 CHF | 4,874 CHF | 99.13% | 99.13% |