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 | 51.65% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 21,993 CHF | 4,932 CHF | 99.14% | 99.14% |
19/11/2024 | 53.83% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 20,798 CHF | 4,773 CHF | 99.38% | 99.38% |
18/11/2024 | 43.96% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 26,797 CHF | 5,573 CHF | 99.22% | 99.22% |
15/11/2024 | 25.90% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 50,760 CHF | 8,768 CHF | 98.78% | 98.78% |
14/11/2024 | 19.93% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 67,999 CHF | 11,067 CHF | 99.37% | 99.37% |
13/11/2024 | 19.88% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 68,355 CHF | 11,114 CHF | 99.37% | 99.37% |
12/11/2024 | 15.39% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 90,199 CHF | 14,027 CHF | 99.37% | 99.37% |
11/11/2024 | 11.48% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 123,465 CHF | 18,462 CHF | 99.37% | 99.37% |
08/11/2024 | 10.08% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 143,777 CHF | 21,170 CHF | 99.37% | 99.37% |
07/11/2024 | 8.51% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 170,370 CHF | 24,716 CHF | 99.29% | 99.29% |