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 | 41.94% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 28,909 CHF | 4,391 CHF | 99.37% | 99.37% |
19/11/2024 | 46.55% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 26,359 CHF | 4,136 CHF | 99.38% | 99.38% |
18/11/2024 | 47.05% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 27,924 CHF | 4,292 CHF | 99.25% | 99.25% |
15/11/2024 | 66.14% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,298 CHF | 3,030 CHF | 99.38% | 99.38% |
14/11/2024 | 47.68% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 25,808 CHF | 4,081 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 | 99.37% | 99.37% |
12/11/2024 | 53.73% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,279 CHF | 3,728 CHF | 99.38% | 99.38% |
11/11/2024 | 66.66% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,001 CHF | 3,000 CHF | 99.38% | 99.38% |
08/11/2024 | 54.14% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,045 CHF | 3,705 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 | 98.37% | 98.37% |