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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.37% | 99.37% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.37% | 99.37% |
18/11/2024 | 66.23% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,243 CHF | 4,032 CHF | 99.22% | 99.22% |
15/11/2024 | 37.51% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 33,268 CHF | 6,436 CHF | 98.94% | 98.94% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.37% | 99.37% |
13/11/2024 | 32.44% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 39,920 CHF | 7,323 CHF | 99.37% | 99.37% |
12/11/2024 | 32.10% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 40,364 CHF | 7,382 CHF | 99.38% | 99.38% |
11/11/2024 | 25.52% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 52,216 CHF | 8,962 CHF | 99.37% | 99.37% |
08/11/2024 | 26.16% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 50,690 CHF | 8,759 CHF | 99.37% | 99.37% |
07/11/2024 | 24.05% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 55,680 CHF | 9,424 CHF | 99.29% | 99.29% |