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 | 66.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,968 CHF | 4,992 CHF | 99.80% | 99.80% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.71% | 99.71% |
18/11/2024 | 88.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,763 CHF | 4,191 CHF | 99.72% | 99.72% |
15/11/2024 | 92.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,176 CHF | 4,044 CHF | 99.80% | 99.80% |
14/11/2024 | 66.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,958 CHF | 4,990 CHF | 99.80% | 99.80% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.80% | 99.80% |
12/11/2024 | 61.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,512 CHF | 5,378 CHF | 99.50% | 99.50% |
11/11/2024 | 60.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,969 CHF | 5,492 CHF | 99.72% | 99.72% |
08/11/2024 | 43.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,052 CHF | 7,013 CHF | 99.81% | 99.81% |
07/11/2024 | 43.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,783 | 250,000 | 18,012 CHF | 7,026 CHF | 95.69% | 95.69% |