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 | 17.11% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 80,747 CHF | 12,766 CHF | 99.38% | 99.38% |
19/11/2024 | 16.57% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 83,633 CHF | 13,151 CHF | 99.37% | 99.37% |
18/11/2024 | 18.85% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 72,504 CHF | 11,667 CHF | 99.22% | 99.22% |
15/11/2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 72,077 CHF | 11,610 CHF | 98.96% | 98.96% |
14/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 75,000 CHF | 12,000 CHF | 99.37% | 99.37% |
13/11/2024 | 23.67% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 56,846 CHF | 9,579 CHF | 99.37% | 99.37% |
12/11/2024 | 15.50% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 89,359 CHF | 13,915 CHF | 99.38% | 99.38% |
11/11/2024 | 16.42% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 84,455 CHF | 13,261 CHF | 99.37% | 99.37% |
08/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 74,995 CHF | 11,999 CHF | 99.37% | 99.37% |
07/11/2024 | 20.90% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 64,893 CHF | 10,653 CHF | 99.29% | 99.29% |