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 | 35.62% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 35,749 CHF | 10,150 CHF | 99.38% | 99.38% |
19/11/2024 | 63.29% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 16,901 CHF | 6,380 CHF | 99.38% | 99.38% |
18/11/2024 | 34.68% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 36,981 CHF | 10,396 CHF | 99.26% | 99.26% |
15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,000 CHF | 12,000 CHF | 99.38% | 99.38% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,000 CHF | 12,000 CHF | 99.37% | 99.37% |
13/11/2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 44,334 CHF | 11,867 CHF | 99.37% | 99.37% |
12/11/2024 | 24.70% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 54,150 CHF | 13,830 CHF | 99.38% | 99.38% |
11/11/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 75,311 CHF | 18,062 CHF | 99.37% | 99.37% |
08/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 75,000 CHF | 18,000 CHF | 99.38% | 99.38% |
07/11/2024 | 14.41% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 97,115 CHF | 22,423 CHF | 98.37% | 98.37% |