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 | 63.41% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 16,831 CHF | 5,305 CHF | 99.37% | 99.37% |
19/11/2024 | 58.56% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 19,558 CHF | 5,760 CHF | 99.38% | 99.38% |
18/11/2024 | 59.46% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 19,052 CHF | 5,675 CHF | 99.25% | 99.25% |
15/11/2024 | 57.14% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 20,357 CHF | 5,893 CHF | 99.38% | 99.38% |
14/11/2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 29,855 CHF | 7,476 CHF | 99.37% | 99.37% |
13/11/2024 | 44.01% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 27,742 CHF | 7,124 CHF | 99.37% | 99.37% |
12/11/2024 | 54.15% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 22,040 CHF | 6,173 CHF | 99.38% | 99.38% |
11/11/2024 | 62.24% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 17,492 CHF | 5,415 CHF | 99.38% | 99.38% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.37% | 99.37% |
07/11/2024 | 44.85% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 27,272 CHF | 7,045 CHF | 98.36% | 98.36% |