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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 21.88% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 61,263 CHF | 12,710 CHF | 98.82% | 98.82% |
22/11/2024 | 25.29% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 52,754 CHF | 11,292 CHF | 99.30% | 99.30% |
20/11/2024 | 22.00% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 61,834 CHF | 12,806 CHF | 99.38% | 99.38% |
19/11/2024 | 37.21% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 33,657 CHF | 8,109 CHF | 99.37% | 99.37% |
18/11/2024 | 30.67% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 43,933 CHF | 9,822 CHF | 99.38% | 99.38% |
15/11/2024 | 25.14% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 53,768 CHF | 11,461 CHF | 99.36% | 99.36% |
14/11/2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 45,871 CHF | 10,145 CHF | 99.38% | 99.38% |
13/11/2024 | 48.77% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 25,069 CHF | 6,678 CHF | 99.38% | 99.38% |
12/11/2024 | 36.90% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 34,135 CHF | 8,189 CHF | 99.16% | 99.16% |
11/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 45,000 CHF | 10,000 CHF | 99.38% | 99.38% |