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 | 39.73% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,360 CHF | 4,536 CHF | 99.37% | 99.37% |
19/11/2024 | 42.25% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 28,733 CHF | 4,373 CHF | 99.37% | 99.37% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,000 CHF | 4,500 CHF | 99.23% | 99.23% |
15/11/2024 | 56.19% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 20,891 CHF | 3,589 CHF | 99.37% | 99.37% |
14/11/2024 | 53.68% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,499,990 | 150,000 | 22,306 CHF | 3,731 CHF | 99.38% | 99.38% |
13/11/2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 29,838 CHF | 4,484 CHF | 99.37% | 99.37% |
12/11/2024 | 39.41% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,772 CHF | 4,577 CHF | 99.37% | 99.37% |
11/11/2024 | 24.75% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 54,024 CHF | 6,902 CHF | 99.37% | 99.37% |
08/11/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 60,027 CHF | 7,503 CHF | 99.25% | 99.25% |
07/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 60,020 CHF | 7,502 CHF | 99.30% | 99.30% |