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 | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.38% | 99.38% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.26% | 99.26% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.38% | 99.38% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.37% | 99.37% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.37% | 99.37% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.38% | 99.38% |
11/11/2024 | 60.90% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 18,243 CHF | 6,649 CHF | 99.37% | 99.37% |
08/11/2024 | 60.64% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 18,388 CHF | 6,678 CHF | 99.36% | 99.36% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 30,000 CHF | 9,000 CHF | 98.37% | 98.37% |