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 | 37.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,925 CHF | 15,962 CHF | 97.25% | 97.25% |
19/11/2024 | 39.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,647 CHF | 15,324 CHF | 95.72% | 95.72% |
18/11/2024 | 29.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,966 CHF | 19,483 CHF | 92.66% | 92.66% |
15/11/2024 | 26.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,849 CHF | 21,424 CHF | 93.23% | 93.23% |
14/11/2024 | 29.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,140 CHF | 20,070 CHF | 98.75% | 98.75% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 94.96% | 94.96% |
12/11/2024 | 31.18% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,715 CHF | 18,858 CHF | 98.91% | 98.91% |
11/11/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,992 CHF | 24,996 CHF | 92.92% | 92.92% |
08/11/2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,891 CHF | 24,945 CHF | 97.07% | 97.07% |
07/11/2024 | 21.08% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,834 CHF | 26,417 CHF | 98.64% | 98.64% |