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 | 36.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,134 CHF | 16,567 CHF | 99.35% | 99.35% |
19/11/2024 | 31.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,413 CHF | 18,707 CHF | 96.68% | 96.68% |
18/11/2024 | 36.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,910 CHF | 16,455 CHF | 97.34% | 97.34% |
15/11/2024 | 18.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,083 CHF | 29,541 CHF | 96.50% | 96.50% |
14/11/2024 | 12.23% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,397 CHF | 43,699 CHF | 99.33% | 99.33% |
13/11/2024 | 23.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,632 CHF | 23,816 CHF | 98.83% | 98.83% |
12/11/2024 | 21.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,002 CHF | 25,501 CHF | 99.39% | 99.39% |
11/11/2024 | 23.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,547 CHF | 24,274 CHF | 99.37% | 99.37% |
08/11/2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,707 CHF | 21,853 CHF | 99.36% | 99.36% |
07/11/2024 | 23.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,594 CHF | 24,297 CHF | 98.65% | 98.65% |