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 | 66.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,660 CHF | 10,330 CHF | 97.90% | 97.90% |
19/11/2024 | 48.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,677 CHF | 12,838 CHF | 97.38% | 97.38% |
18/11/2024 | 64.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,650 CHF | 10,325 CHF | 42.80% | 97.83% |
15/11/2024 | 42.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,565 CHF | 14,783 CHF | 98.08% | 98.08% |
14/11/2024 | 37.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,454 CHF | 16,227 CHF | 96.57% | 96.57% |
13/11/2024 | 24.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,851 CHF | 23,426 CHF | 98.65% | 98.65% |
12/11/2024 | 19.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,996 | 46,095 CHF | 28,047 CHF | 93.14% | 93.14% |
11/11/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 59,998 CHF | 27,999 CHF | 93.97% | 93.97% |
08/11/2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 453,304 | 51,312 CHF | 27,723 CHF | 97.18% | 97.18% |
07/11/2024 | 14.51% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 994,242 | 394,242 | 63,965 CHF | 29,252 CHF | 97.05% | 97.05% |