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 | 64.12% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 16,433 CHF | 3,143 CHF | 99.37% | 99.37% |
19/11/2024 | 63.30% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 16,893 CHF | 3,189 CHF | 99.38% | 99.38% |
18/11/2024 | 58.41% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 21,421 CHF | 3,642 CHF | 99.26% | 99.26% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.38% | 99.38% |
14/11/2024 | 53.27% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,535 CHF | 3,754 CHF | 99.37% | 99.37% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.38% | 99.38% |
12/11/2024 | 56.74% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 20,582 CHF | 3,558 CHF | 99.38% | 99.38% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.38% | 99.38% |
08/11/2024 | 60.33% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,563 CHF | 3,356 CHF | 99.38% | 99.38% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 98.36% | 98.36% |