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 | 41.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,602 CHF | 14,801 CHF | 98.26% | 98.26% |
19/11/2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,997 CHF | 14,998 CHF | 88.53% | 88.53% |
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 | 94.85% | 94.85% |
15/11/2024 | 39.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,113 CHF | 15,057 CHF | 96.40% | 96.40% |
14/11/2024 | 30.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,397 CHF | 19,198 CHF | 96.17% | 96.17% |
13/11/2024 | 29.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,053 CHF | 19,526 CHF | 99.13% | 99.13% |
12/11/2024 | 38.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,895 CHF | 15,448 CHF | 99.21% | 99.21% |
11/11/2024 | 30.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,451 CHF | 19,226 CHF | 99.22% | 99.22% |
08/11/2024 | 23.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,659 CHF | 24,329 CHF | 99.24% | 99.24% |
07/11/2024 | 17.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,821 CHF | 32,411 CHF | 94.25% | 94.25% |