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 | 20.43% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 66,815 CHF | 13,636 CHF | 99.37% | 99.37% |
19/11/2024 | 30.36% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 42,647 CHF | 9,608 CHF | 99.37% | 99.37% |
18/11/2024 | 23.62% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 56,691 CHF | 11,949 CHF | 99.23% | 99.23% |
15/11/2024 | 28.96% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 44,496 CHF | 9,916 CHF | 99.38% | 99.38% |
14/11/2024 | 30.60% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 42,336 CHF | 9,556 CHF | 99.37% | 99.37% |
13/11/2024 | 30.48% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 42,499 CHF | 9,583 CHF | 99.37% | 99.37% |
12/11/2024 | 25.07% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 53,783 CHF | 11,464 CHF | 99.37% | 99.37% |
11/11/2024 | 11.37% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 125,366 CHF | 23,394 CHF | 99.37% | 99.37% |
08/11/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 122,739 CHF | 22,957 CHF | 99.37% | 99.37% |
07/11/2024 | 12.61% | 0.09 CHF | 0.10 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 113,728 CHF | 21,455 CHF | 99.30% | 99.30% |