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 | 42.12% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 28,806 CHF | 5,841 CHF | 99.37% | 99.37% |
19/11/2024 | 66.11% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,312 CHF | 4,042 CHF | 99.38% | 99.38% |
18/11/2024 | 63.89% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 16,563 CHF | 4,208 CHF | 99.26% | 99.26% |
15/11/2024 | 38.18% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 32,386 CHF | 6,318 CHF | 99.38% | 99.38% |
14/11/2024 | 36.17% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 35,031 CHF | 6,671 CHF | 99.37% | 99.37% |
13/11/2024 | 40.93% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 31,289 CHF | 6,172 CHF | 99.38% | 99.38% |
12/11/2024 | 31.54% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 41,108 CHF | 7,481 CHF | 99.38% | 99.38% |
11/11/2024 | 24.14% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 55,663 CHF | 9,422 CHF | 99.38% | 99.38% |
08/11/2024 | 23.10% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 57,942 CHF | 9,726 CHF | 99.37% | 99.37% |
07/11/2024 | 26.89% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 48,981 CHF | 8,531 CHF | 98.36% | 98.36% |