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 | 37.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,626 CHF | 16,313 CHF | 98.25% | 98.25% |
19/11/2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,220 CHF | 15,110 CHF | 98.63% | 98.63% |
18/11/2024 | 28.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,753 CHF | 20,376 CHF | 98.81% | 98.81% |
15/11/2024 | 23.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,712 CHF | 24,356 CHF | 98.35% | 98.35% |
14/11/2024 | 29.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,054 CHF | 19,527 CHF | 97.77% | 97.77% |
13/11/2024 | 27.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,534 CHF | 21,267 CHF | 98.88% | 98.88% |
12/11/2024 | 22.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,062 CHF | 25,031 CHF | 97.20% | 97.20% |
11/11/2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 78,982 CHF | 35,593 CHF | 98.95% | 98.95% |
08/11/2024 | 15.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 455,899 | 61,372 CHF | 32,236 CHF | 92.44% | 92.44% |
07/11/2024 | 8.62% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 938,823 | 338,823 | 105,910 CHF | 41,152 CHF | 98.14% | 98.14% |