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 | 19.36% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 70,615 CHF | 14,269 CHF | 99.38% | 99.38% |
19/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 60,021 CHF | 12,504 CHF | 99.38% | 99.38% |
18/11/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 60,540 CHF | 12,590 CHF | 99.38% | 99.38% |
15/11/2024 | 20.85% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 65,078 CHF | 13,346 CHF | 99.36% | 99.36% |
14/11/2024 | 22.99% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 58,193 CHF | 12,199 CHF | 99.38% | 99.38% |
13/11/2024 | 25.39% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 52,512 CHF | 11,252 CHF | 99.37% | 99.37% |
12/11/2024 | 19.31% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 70,794 CHF | 14,299 CHF | 99.15% | 99.15% |
11/11/2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 90,348 CHF | 17,558 CHF | 99.38% | 99.38% |
08/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 90,000 CHF | 17,500 CHF | 99.38% | 99.38% |
07/11/2024 | 14.20% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 98,892 CHF | 18,982 CHF | 98.58% | 98.58% |