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 | 80.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,553 CHF | 8,776 CHF | 99.37% | 99.37% |
19/11/2024 | 64.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,753 CHF | 10,377 CHF | 96.70% | 96.70% |
18/11/2024 | 48.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,701 CHF | 12,851 CHF | 97.53% | 97.53% |
15/11/2024 | 50.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,079 CHF | 12,540 CHF | 95.86% | 95.86% |
14/11/2024 | 58.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,065 CHF | 11,033 CHF | 99.58% | 99.58% |
13/11/2024 | 59.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,883 CHF | 10,941 CHF | 98.75% | 98.75% |
12/11/2024 | 48.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,679 CHF | 12,839 CHF | 99.33% | 99.33% |
11/11/2024 | 40.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,979 CHF | 14,990 CHF | 99.38% | 99.38% |
08/11/2024 | 51.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,680 CHF | 12,340 CHF | 98.24% | 98.24% |
07/11/2024 | 37.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,408 CHF | 16,204 CHF | 98.65% | 98.65% |