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 | 92.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,860 CHF | 7,930 CHF | 99.35% | 99.35% |
19/11/2024 | 87.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,522 CHF | 8,261 CHF | 96.66% | 96.66% |
18/11/2024 | 94.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,631 CHF | 7,816 CHF | 97.33% | 97.33% |
15/11/2024 | 51.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,558 CHF | 12,279 CHF | 96.49% | 96.49% |
14/11/2024 | 30.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,921 CHF | 18,960 CHF | 99.32% | 99.32% |
13/11/2024 | 64.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,476 CHF | 10,238 CHF | 98.83% | 98.83% |
12/11/2024 | 58.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,155 CHF | 11,078 CHF | 99.38% | 99.38% |
11/11/2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,060 CHF | 10,030 CHF | 99.37% | 99.37% |
08/11/2024 | 67.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,202 CHF | 10,101 CHF | 99.36% | 99.36% |
07/11/2024 | 61.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,382 CHF | 10,691 CHF | 98.63% | 98.63% |