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 | 68.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,894 CHF | 9,947 CHF | 99.38% | 99.38% |
19/11/2024 | 72.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,905 CHF | 9,452 CHF | 99.30% | 99.30% |
18/11/2024 | 84.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,889 CHF | 8,444 CHF | 99.37% | 99.37% |
15/11/2024 | 88.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,354 CHF | 8,177 CHF | 99.84% | 99.84% |
14/11/2024 | 112.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,124 CHF | 7,062 CHF | 98.59% | 98.59% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 81.54% | 99.34% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 93.10% | 93.10% |
11/11/2024 | 48.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,942 CHF | 13,471 CHF | 99.37% | 99.37% |
08/11/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,022 CHF | 20,011 CHF | 93.13% | 93.13% |
07/11/2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,891 CHF | 24,945 CHF | 98.63% | 98.63% |