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 | 33.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,350 CHF | 17,675 CHF | 99.38% | 99.38% |
19/11/2024 | 36.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,378 CHF | 16,189 CHF | 99.31% | 99.31% |
18/11/2024 | 49.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,311 CHF | 12,655 CHF | 99.37% | 99.37% |
15/11/2024 | 51.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,839 CHF | 12,920 CHF | 99.42% | 99.42% |
14/11/2024 | 57.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,545 CHF | 11,773 CHF | 52.59% | 98.60% |
13/11/2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,145 CHF | 15,073 CHF | 99.38% | 99.38% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 93.10% | 93.10% |
11/11/2024 | 22.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,309 CHF | 26,155 CHF | 99.37% | 99.37% |
08/11/2024 | 16.03% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,739 CHF | 33,869 CHF | 93.13% | 93.13% |
07/11/2024 | 13.62% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,524 CHF | 39,762 CHF | 98.62% | 98.62% |