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 | 65.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 10,535 CHF | 3,080 CHF | 99.37% | 99.37% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 10,000 CHF | 3,000 CHF | 99.37% | 99.37% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 10,000 CHF | 3,000 CHF | 99.23% | 99.23% |
15/11/2024 | 61.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 12,070 CHF | 3,311 CHF | 99.37% | 99.37% |
14/11/2024 | 39.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 20,522 CHF | 4,578 CHF | 99.37% | 99.37% |
13/11/2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 30,235 CHF | 6,035 CHF | 99.37% | 99.37% |
12/11/2024 | 14.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 67,011 CHF | 11,552 CHF | 99.37% | 99.37% |
11/11/2024 | 20.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 43,666 CHF | 8,050 CHF | 99.37% | 99.37% |
08/11/2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 33,780 CHF | 6,567 CHF | 99.37% | 99.37% |
07/11/2024 | 18.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 49,092 CHF | 8,864 CHF | 99.30% | 99.30% |