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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,000 CHF | 6,000 CHF | 99.37% | 99.37% |
19/11/2024 | 30.96% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 42,082 CHF | 5,708 CHF | 99.38% | 99.38% |
18/11/2024 | 29.61% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,107 CHF | 6,011 CHF | 99.26% | 99.26% |
15/11/2024 | 39.18% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 31,071 CHF | 4,607 CHF | 99.38% | 99.38% |
14/11/2024 | 30.52% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 42,539 CHF | 5,754 CHF | 99.38% | 99.38% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,000 CHF | 4,500 CHF | 99.37% | 99.37% |
12/11/2024 | 35.95% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 35,313 CHF | 5,031 CHF | 99.38% | 99.38% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,000 CHF | 4,500 CHF | 99.38% | 99.38% |
08/11/2024 | 38.03% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 33,145 CHF | 4,814 CHF | 99.38% | 99.38% |
07/11/2024 | 65.58% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,612 CHF | 3,061 CHF | 98.38% | 98.38% |