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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.19% | 98.19% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 88.53% | 88.53% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 94.86% | 94.86% |
15/11/2024 | 50.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,013 CHF | 13,006 CHF | 96.46% | 96.46% |
14/11/2024 | 41.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,270 CHF | 14,635 CHF | 96.18% | 96.18% |
13/11/2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,902 CHF | 14,951 CHF | 99.14% | 99.14% |
12/11/2024 | 48.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,874 CHF | 13,437 CHF | 99.30% | 99.30% |
11/11/2024 | 42.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,216 CHF | 14,608 CHF | 99.20% | 99.20% |
08/11/2024 | 30.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,354 CHF | 19,177 CHF | 99.22% | 99.22% |
07/11/2024 | 23.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,578 CHF | 24,289 CHF | 94.23% | 94.23% |