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 | 68.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,710 CHF | 4,927 CHF | 99.97% | 99.97% |
19/11/2024 | 66.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,978 CHF | 4,994 CHF | 99.82% | 99.82% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,530 | 250,000 | 9,925 CHF | 5,000 CHF | 99.91% | 99.91% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,822 | 250,000 | 9,868 CHF | 5,000 CHF | 100.00% | 100.00% |
14/11/2024 | 57.56% | 0.01 CHF | 0.02 CHF | 850,000 | 250,000 | 762,820 | 250,000 | 9,583 CHF | 5,683 CHF | 99.61% | 99.61% |
13/11/2024 | 49.80% | 0.02 CHF | 0.03 CHF | 675,000 | 250,000 | 616,163 | 250,000 | 9,291 CHF | 6,275 CHF | 99.96% | 99.96% |
12/11/2024 | 43.57% | 0.02 CHF | 0.03 CHF | 575,000 | 250,000 | 456,880 | 250,000 | 8,212 CHF | 7,053 CHF | 99.79% | 99.79% |
11/11/2024 | 34.67% | 0.03 CHF | 0.04 CHF | 300,000 | 250,000 | 311,941 | 248,695 | 7,436 CHF | 8,521 CHF | 99.81% | 99.81% |
08/11/2024 | 31.29% | 0.03 CHF | 0.04 CHF | 300,000 | 250,000 | 273,295 | 243,901 | 7,354 CHF | 9,051 CHF | 99.80% | 99.80% |
07/11/2024 | 25.02% | 0.03 CHF | 0.04 CHF | 225,000 | 225,000 | 203,635 | 203,635 | 7,130 CHF | 9,166 CHF | 99.88% | 99.88% |