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 | 37.75% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 32,952 CHF | 6,394 CHF | 99.38% | 99.38% |
19/11/2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,185 CHF | 6,025 CHF | 99.37% | 99.37% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.22% | 99.22% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 98.96% | 98.96% |
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 | 57.93% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 19,917 CHF | 4,656 CHF | 99.37% | 99.37% |
12/11/2024 | 29.31% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 44,033 CHF | 7,871 CHF | 99.38% | 99.38% |
11/11/2024 | 34.63% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 37,054 CHF | 6,941 CHF | 99.38% | 99.38% |
08/11/2024 | 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% |
07/11/2024 | 44.59% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 27,420 CHF | 5,656 CHF | 99.29% | 99.29% |