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 | 74.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,581 CHF | 9,290 CHF | 98.65% | 98.65% |
19/11/2024 | 92.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,865 CHF | 7,932 CHF | 98.77% | 98.77% |
18/11/2024 | 68.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,709 CHF | 9,854 CHF | 99.06% | 99.06% |
15/11/2024 | 45.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,099 CHF | 14,049 CHF | 97.97% | 97.97% |
14/11/2024 | 39.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,805 CHF | 15,403 CHF | 96.43% | 96.43% |
13/11/2024 | 42.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,219 CHF | 14,610 CHF | 96.82% | 96.82% |
12/11/2024 | 61.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,788 CHF | 10,894 CHF | 91.57% | 91.57% |
11/11/2024 | 40.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,641 CHF | 14,821 CHF | 99.27% | 99.27% |
08/11/2024 | 36.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,846 CHF | 16,423 CHF | 92.51% | 92.51% |
07/11/2024 | 39.52% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,419 CHF | 15,210 CHF | 98.16% | 98.16% |