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 | 99.17% | 99.17% |
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 | 99.17% | 99.17% |
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 | 99.23% | 99.23% |
15/11/2024 | 52.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,491 CHF | 12,746 CHF | 99.17% | 99.17% |
14/11/2024 | 46.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,433 CHF | 13,717 CHF | 99.16% | 99.16% |
13/11/2024 | 60.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,456 CHF | 11,228 CHF | 99.16% | 99.16% |
12/11/2024 | 45.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,837 CHF | 13,918 CHF | 99.16% | 99.16% |
11/11/2024 | 39.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,127 CHF | 15,064 CHF | 99.17% | 99.17% |
08/11/2024 | 37.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,971 CHF | 15,986 CHF | 99.17% | 99.17% |
07/11/2024 | 18.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 477,452 | 48,178 CHF | 27,722 CHF | 98.26% | 98.26% |