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 | 33.72% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,324 CHF | 3,000 CHF | 100.00% | 100.00% |
19/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 99.40% | 99.40% |
18/11/2024 | 35.32% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 63,974 | 14,732 CHF | 2,618 CHF | 100.00% | 100.00% |
15/11/2024 | 48.08% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,123 CHF | 3,707 CHF | 99.99% | 99.99% |
14/11/2024 | 31.49% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,102 CHF | 99.52% | 99.52% |
13/11/2024 | 29.48% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 74,138 | 14,940 CHF | 2,974 CHF | 98.34% | 98.34% |
12/11/2024 | 39.16% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 16,176 CHF | 3,599 CHF | 100.00% | 100.00% |
11/11/2024 | 24.18% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,833 CHF | 100.00% | 100.00% |
08/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 100.00% | 100.00% |
07/11/2024 | 26.98% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 72,408 | 22,819 CHF | 4,307 CHF | 99.13% | 99.13% |