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 | 22.28% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 59,860 CHF | 7,486 CHF | 99.38% | 99.38% |
19/11/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,150 CHF | 6,015 CHF | 99.38% | 99.38% |
18/11/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,093 CHF | 6,009 CHF | 99.25% | 99.25% |
15/11/2024 | 26.74% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 49,336 CHF | 6,434 CHF | 99.37% | 99.37% |
14/11/2024 | 24.48% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 54,666 CHF | 6,967 CHF | 99.37% | 99.37% |
13/11/2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 59,622 CHF | 7,462 CHF | 99.38% | 99.38% |
12/11/2024 | 25.82% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 51,497 CHF | 6,650 CHF | 99.38% | 99.38% |
11/11/2024 | 19.64% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 69,574 CHF | 8,457 CHF | 99.37% | 99.37% |
08/11/2024 | 19.85% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 68,801 CHF | 8,380 CHF | 99.38% | 99.38% |
07/11/2024 | 17.02% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 81,211 CHF | 9,621 CHF | 98.37% | 98.37% |