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 | 31.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,504 CHF | 18,752 CHF | 99.45% | 99.45% |
19/11/2024 | 36.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,918 CHF | 16,459 CHF | 96.68% | 96.68% |
18/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 408,466 | 40,078 CHF | 20,443 CHF | 97.68% | 97.68% |
15/11/2024 | 15.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 914,626 | 314,626 | 53,343 CHF | 21,398 CHF | 96.49% | 96.49% |
14/11/2024 | 15.14% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 930,463 | 330,463 | 56,917 CHF | 23,496 CHF | 99.40% | 99.40% |
13/11/2024 | 13.98% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 911,369 | 311,369 | 60,853 CHF | 23,846 CHF | 99.06% | 99.06% |
12/11/2024 | 11.67% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 824,502 | 274,834 | 66,556 CHF | 24,934 CHF | 99.26% | 99.26% |
11/11/2024 | 12.73% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 868,773 | 289,591 | 64,070 CHF | 24,253 CHF | 99.36% | 99.36% |
08/11/2024 | 17.02% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 976,984 | 378,822 | 53,422 CHF | 24,260 CHF | 99.35% | 99.35% |
07/11/2024 | 16.26% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 56,864 CHF | 26,746 CHF | 98.75% | 98.75% |