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 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.56% | 99.56% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.44% | 99.44% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.55% | 99.55% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.40% | 99.40% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.56% | 97.56% |
13/11/2024 | 34.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,491 CHF | 17,246 CHF | 99.38% | 99.38% |
12/11/2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,101 CHF | 20,551 CHF | 93.11% | 93.11% |
11/11/2024 | 20.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 496,012 | 45,172 CHF | 27,347 CHF | 99.37% | 99.37% |
08/11/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 484,416 | 50,215 CHF | 29,151 CHF | 93.12% | 93.12% |
07/11/2024 | 18.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,641 | 48,961 CHF | 29,339 CHF | 98.59% | 98.59% |