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 | 40.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,631 CHF | 14,816 CHF | 99.37% | 99.37% |
19/11/2024 | 64.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,723 CHF | 10,362 CHF | 96.68% | 96.68% |
18/11/2024 | 40.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,912 CHF | 14,956 CHF | 97.55% | 97.55% |
15/11/2024 | 37.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,591 CHF | 16,296 CHF | 96.58% | 96.58% |
14/11/2024 | 29.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 427,023 | 28,910 CHF | 16,536 CHF | 99.37% | 99.37% |
13/11/2024 | 27.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 423,230 | 31,375 CHF | 17,462 CHF | 98.70% | 98.70% |
12/11/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 39,967 CHF | 19,987 CHF | 99.38% | 99.38% |
11/11/2024 | 19.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 943,680 | 343,680 | 44,930 CHF | 19,719 CHF | 99.33% | 99.33% |
08/11/2024 | 18.14% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 952,422 | 352,422 | 47,746 CHF | 21,187 CHF | 99.33% | 99.33% |
07/11/2024 | 15.79% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 52,702 CHF | 20,567 CHF | 98.66% | 98.66% |