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 | 18.16% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 75,164 CHF | 12,022 CHF | 99.37% | 99.37% |
19/11/2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 72,362 CHF | 11,648 CHF | 99.37% | 99.37% |
18/11/2024 | 17.14% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 80,590 CHF | 12,745 CHF | 99.22% | 99.22% |
15/11/2024 | 16.15% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 85,872 CHF | 13,450 CHF | 98.94% | 98.94% |
14/11/2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 83,541 CHF | 13,139 CHF | 99.37% | 99.37% |
13/11/2024 | 16.80% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 83,133 CHF | 13,084 CHF | 99.37% | 99.37% |
12/11/2024 | 16.55% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 83,757 CHF | 13,168 CHF | 99.37% | 99.37% |
11/11/2024 | 15.07% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 92,299 CHF | 14,307 CHF | 99.38% | 99.38% |
08/11/2024 | 15.34% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 90,298 CHF | 14,040 CHF | 99.37% | 99.37% |
07/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 90,000 CHF | 14,000 CHF | 99.29% | 99.29% |