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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 95.24% | 0.01 CHF | 0.02 CHF | 940,000 | 940,000 | 507,297 | 507,297 | 3,480 CHF | 10,167 CHF | 98.88% | 98.88% |
20/11/2024 | 85.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 518,864 | 518,864 | 4,256 CHF | 10,398 CHF | 99.90% | 99.90% |
19/11/2024 | 78.28% | 0.01 CHF | 0.02 CHF | 980,000 | 980,000 | 526,971 | 526,971 | 4,532 CHF | 10,550 CHF | 99.55% | 99.55% |
18/11/2024 | 88.68% | 0.01 CHF | 0.02 CHF | 980,000 | 980,000 | 518,502 | 518,502 | 4,922 CHF | 12,275 CHF | 97.74% | 97.74% |
15/11/2024 | 48.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 551,645 | 551,645 | 8,511 CHF | 14,040 CHF | 99.27% | 99.27% |
14/11/2024 | 60.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 527,178 | 527,178 | 6,146 CHF | 11,440 CHF | 98.88% | 98.88% |
13/11/2024 | 64.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 521,706 | 521,706 | 5,617 CHF | 10,857 CHF | 99.34% | 99.34% |
12/11/2024 | 91.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 409,743 | 409,743 | 5,812 CHF | 11,627 CHF | 78.38% | 96.71% |
11/11/2024 | 61.87% | 0.01 CHF | 0.02 CHF | 960,000 | 960,000 | 520,755 | 520,755 | 6,124 CHF | 11,338 CHF | 97.30% | 97.30% |
08/11/2024 | 36.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 549,055 | 549,055 | 12,245 CHF | 17,758 CHF | 100.00% | 100.00% |