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 | 52.69% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 185,048 | 185,048 | 2,588 CHF | 4,438 CHF | 100.00% | 100.00% |
19/11/2024 | 51.66% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 185,045 | 185,045 | 2,657 CHF | 4,508 CHF | 100.00% | 100.00% |
18/11/2024 | 59.99% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 2,174 CHF | 4,025 CHF | 100.00% | 100.00% |
15/11/2024 | 60.16% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 185,049 | 185,049 | 2,174 CHF | 4,025 CHF | 100.00% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 190,165 | 190,165 | 1,902 CHF | 3,803 CHF | 99.36% | 99.36% |
13/11/2024 | 66.86% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 185,927 | 185,927 | 1,855 CHF | 3,719 CHF | 100.00% | 100.00% |
12/11/2024 | 66.16% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 184,993 | 184,993 | 1,873 CHF | 3,723 CHF | 98.86% | 100.00% |
11/11/2024 | 50.80% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 175,728 | 175,728 | 2,584 CHF | 4,341 CHF | 99.93% | 99.93% |
08/11/2024 | 42.88% | 0.02 CHF | 0.03 CHF | 180,000 | 180,000 | 175,311 | 175,311 | 3,228 CHF | 4,981 CHF | 100.00% | 100.00% |
07/11/2024 | 32.67% | 0.03 CHF | 0.04 CHF | 170,000 | 170,000 | 171,051 | 171,051 | 4,397 CHF | 6,107 CHF | 98.41% | 98.41% |