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 | 51.92% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 23,894 CHF | 5,186 CHF | 99.38% | 99.38% |
19/11/2024 | 43.97% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 28,908 CHF | 5,854 CHF | 99.37% | 99.37% |
18/11/2024 | 31.97% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 41,585 CHF | 7,545 CHF | 99.22% | 99.22% |
15/11/2024 | 19.47% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 70,211 CHF | 11,362 CHF | 99.37% | 99.37% |
14/11/2024 | 16.71% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 82,876 CHF | 13,050 CHF | 99.38% | 99.38% |
13/11/2024 | 17.30% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 79,753 CHF | 12,634 CHF | 99.37% | 99.37% |
12/11/2024 | 13.76% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 102,119 CHF | 15,616 CHF | 99.38% | 99.38% |
11/11/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 155,961 | 137,957 CHF | 15,832 CHF | 99.37% | 99.37% |
08/11/2024 | 10.75% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 158,915 | 132,326 CHF | 15,535 CHF | 99.37% | 99.37% |
07/11/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 152,534 CHF | 16,753 CHF | 99.28% | 99.28% |