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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 100.00% | 100.00% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 99.40% | 99.40% |
18/11/2024 | 71.59% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 67,828 | 5,000 CHF | 1,396 CHF | 91.00% | 100.00% |
15/11/2024 | 92.43% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,080 CHF | 99.99% | 99.99% |
14/11/2024 | 69.52% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,564 CHF | 99.52% | 99.52% |
13/11/2024 | 67.02% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,732 | 5,000 CHF | 1,500 CHF | 97.16% | 98.34% |
12/11/2024 | 82.28% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,918 CHF | 2,099 CHF | 100.00% | 100.00% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
07/11/2024 | 61.08% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 72,407 | 9,741 CHF | 2,662 CHF | 99.13% | 99.13% |