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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.13% | 99.13% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.38% | 99.38% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.23% | 99.23% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 98.78% | 98.78% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.38% | 99.38% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.37% | 99.37% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.37% | 99.37% |
11/11/2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 29,868 CHF | 5,982 CHF | 99.37% | 99.37% |
08/11/2024 | 32.01% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 40,946 CHF | 7,459 CHF | 99.38% | 99.38% |
07/11/2024 | 24.75% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 54,285 CHF | 9,238 CHF | 99.29% | 99.29% |