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 | 31.37% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 41,587 CHF | 7,545 CHF | 99.38% | 99.38% |
19/11/2024 | 23.17% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 57,752 CHF | 9,700 CHF | 99.37% | 99.37% |
18/11/2024 | 27.95% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 46,473 CHF | 8,196 CHF | 99.22% | 99.22% |
15/11/2024 | 24.86% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 53,758 CHF | 9,168 CHF | 98.96% | 98.96% |
14/11/2024 | 27.05% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 48,592 CHF | 8,479 CHF | 99.38% | 99.38% |
13/11/2024 | 38.41% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 32,081 CHF | 6,277 CHF | 99.38% | 99.38% |
12/11/2024 | 17.61% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 78,151 CHF | 12,420 CHF | 99.37% | 99.37% |
11/11/2024 | 18.70% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 73,749 CHF | 11,833 CHF | 99.38% | 99.38% |
08/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,000 CHF | 10,000 CHF | 99.37% | 99.37% |
07/11/2024 | 26.95% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 48,976 CHF | 8,530 CHF | 99.30% | 99.30% |