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 | 55.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,063 CHF | 12,031 CHF | 90.87% | 90.87% |
19/11/2024 | 60.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,357 CHF | 11,179 CHF | 96.31% | 96.31% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.86% | 96.86% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 95.57% | 95.57% |
14/11/2024 | 52.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,218 CHF | 12,609 CHF | 98.88% | 98.88% |
13/11/2024 | 64.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,661 CHF | 10,330 CHF | 98.89% | 98.89% |
12/11/2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,006 CHF | 15,003 CHF | 98.72% | 98.72% |
11/11/2024 | 31.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,530 CHF | 18,765 CHF | 98.69% | 98.69% |
08/11/2024 | 38.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,555 CHF | 15,777 CHF | 98.84% | 98.84% |
07/11/2024 | 30.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,883 CHF | 18,942 CHF | 98.20% | 98.20% |