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 | 14.71% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 94,963 CHF | 10,996 CHF | 99.37% | 99.37% |
19/11/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 90,095 CHF | 10,510 CHF | 99.38% | 99.38% |
18/11/2024 | 14.87% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 94,007 CHF | 10,901 CHF | 99.25% | 99.25% |
15/11/2024 | 17.52% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 78,566 CHF | 9,357 CHF | 99.38% | 99.38% |
14/11/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 90,436 CHF | 10,544 CHF | 99.37% | 99.37% |
13/11/2024 | 18.15% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 75,150 CHF | 9,015 CHF | 99.38% | 99.38% |
12/11/2024 | 17.63% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 77,961 CHF | 9,296 CHF | 99.38% | 99.38% |
11/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 75,000 CHF | 9,000 CHF | 99.38% | 99.38% |
08/11/2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 73,104 CHF | 8,810 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 | 45,430 CHF | 6,043 CHF | 98.38% | 98.38% |