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 | 25.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,703 CHF | 22,852 CHF | 99.10% | 99.10% |
19/11/2024 | 39.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,215 CHF | 15,608 CHF | 87.24% | 87.24% |
18/11/2024 | 40.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,885 CHF | 14,942 CHF | 97.32% | 97.32% |
15/11/2024 | 41.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,680 CHF | 14,840 CHF | 91.47% | 91.47% |
14/11/2024 | 11.17% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,345 CHF | 47,673 CHF | 99.01% | 99.01% |
13/11/2024 | 20.47% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,719 CHF | 27,860 CHF | 98.69% | 98.69% |
12/11/2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,892 CHF | 29,946 CHF | 99.32% | 99.32% |
11/11/2024 | 14.93% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,280 CHF | 36,140 CHF | 99.33% | 99.33% |
08/11/2024 | 13.80% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,614 CHF | 39,307 CHF | 98.17% | 98.17% |
07/11/2024 | 22.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,520 CHF | 24,760 CHF | 98.42% | 98.42% |