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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 10,000 CHF | 15,000 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 10,000 CHF | 15,000 CHF | 99.38% | 99.38% |
18/11/2024 | 55.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 14,176 CHF | 18,132 CHF | 99.38% | 99.38% |
15/11/2024 | 43.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 18,823 CHF | 21,617 CHF | 99.34% | 99.34% |
14/11/2024 | 27.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 32,368 CHF | 31,776 CHF | 99.38% | 99.38% |
13/11/2024 | 19.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 47,593 CHF | 43,195 CHF | 99.38% | 99.38% |
12/11/2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 47,533 CHF | 43,150 CHF | 99.14% | 99.14% |
11/11/2024 | 13.51% | 0.07 CHF | 0.08 CHF | 1,000,000 | 750,000 | 999,978 | 750,000 | 69,145 CHF | 59,360 CHF | 99.13% | 99.13% |
08/11/2024 | 15.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 750,000 | 1,000,000 | 749,977 | 59,904 CHF | 52,427 CHF | 99.37% | 99.37% |
07/11/2024 | 12.87% | 0.08 CHF | 0.09 CHF | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 73,050 CHF | 62,288 CHF | 98.56% | 98.56% |