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 | 40.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,971 CHF | 14,985 CHF | 98.94% | 98.94% |
19/11/2024 | 48.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,945 CHF | 13,472 CHF | 98.75% | 98.75% |
18/11/2024 | 38.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,015 CHF | 15,508 CHF | 99.22% | 99.22% |
15/11/2024 | 34.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,423 CHF | 17,212 CHF | 99.41% | 99.41% |
14/11/2024 | 51.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,914 CHF | 12,457 CHF | 97.61% | 97.61% |
13/11/2024 | 77.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,068 CHF | 9,034 CHF | 99.34% | 99.34% |
12/11/2024 | 61.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,529 CHF | 10,764 CHF | 99.34% | 99.34% |
11/11/2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,384 CHF | 15,192 CHF | 99.06% | 99.06% |
08/11/2024 | 37.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,732 CHF | 15,866 CHF | 98.52% | 98.52% |
07/11/2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,356 CHF | 25,678 CHF | 98.61% | 98.61% |