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 | 67.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,850 CHF | 4,962 CHF | 99.80% | 99.80% |
19/11/2024 | 68.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,806 | 250,000 | 9,644 CHF | 4,929 CHF | 99.72% | 99.72% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.70% | 99.70% |
15/11/2024 | 57.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,662 CHF | 5,665 CHF | 99.79% | 99.79% |
14/11/2024 | 63.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,905 CHF | 5,226 CHF | 99.81% | 99.81% |
13/11/2024 | 54.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,720 CHF | 5,930 CHF | 99.80% | 99.80% |
12/11/2024 | 56.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,380 | 250,000 | 12,971 CHF | 5,788 CHF | 99.49% | 99.49% |
11/11/2024 | 57.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,706 CHF | 5,677 CHF | 99.71% | 99.71% |
08/11/2024 | 49.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,324 CHF | 6,331 CHF | 99.81% | 99.81% |
07/11/2024 | 35.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,663 | 250,000 | 22,992 CHF | 8,269 CHF | 95.69% | 95.69% |