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 | 38.49% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 31,977 CHF | 4,698 CHF | 99.38% | 99.38% |
19/11/2024 | 41.17% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 29,935 CHF | 4,493 CHF | 99.38% | 99.38% |
18/11/2024 | 35.73% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 35,604 CHF | 5,060 CHF | 99.26% | 99.26% |
15/11/2024 | 40.57% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 29,678 CHF | 4,468 CHF | 99.38% | 99.38% |
14/11/2024 | 60.44% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,501 CHF | 3,350 CHF | 99.38% | 99.38% |
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 | 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% |
11/11/2024 | 50.33% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 24,192 CHF | 3,919 CHF | 99.38% | 99.38% |
08/11/2024 | 30.80% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 42,072 CHF | 5,707 CHF | 99.38% | 99.38% |
07/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,000 CHF | 6,000 CHF | 98.38% | 98.38% |