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 | 70.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,240 CHF | 9,620 CHF | 99.10% | 99.10% |
19/11/2024 | 87.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,707 CHF | 8,353 CHF | 87.23% | 87.23% |
18/11/2024 | 112.08% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,956 CHF | 6,978 CHF | 97.32% | 97.32% |
15/11/2024 | 106.23% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,618 CHF | 7,309 CHF | 91.57% | 91.57% |
14/11/2024 | 24.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,080 CHF | 23,040 CHF | 99.03% | 99.03% |
13/11/2024 | 52.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,071 CHF | 12,536 CHF | 98.69% | 98.69% |
12/11/2024 | 45.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,140 CHF | 13,570 CHF | 99.33% | 99.33% |
11/11/2024 | 36.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,243 CHF | 16,121 CHF | 99.33% | 99.33% |
08/11/2024 | 33.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,955 CHF | 17,477 CHF | 98.18% | 98.18% |
07/11/2024 | 61.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,521 CHF | 10,761 CHF | 98.55% | 98.55% |