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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 18.16% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,176 CHF | 30,088 CHF | 99.30% | 99.30% |
22/11/2024 | 27.31% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,991 CHF | 20,995 CHF | 99.16% | 99.16% |
20/11/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,987 CHF | 19,993 CHF | 98.46% | 98.46% |
19/11/2024 | 28.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,732 CHF | 19,866 CHF | 88.39% | 88.39% |
18/11/2024 | 27.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,383 CHF | 21,192 CHF | 97.19% | 97.19% |
15/11/2024 | 23.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,023 CHF | 24,011 CHF | 91.07% | 91.07% |
14/11/2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,464 CHF | 28,732 CHF | 98.97% | 98.97% |
13/11/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,020 CHF | 25,010 CHF | 98.71% | 98.71% |
12/11/2024 | 18.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,503 CHF | 29,752 CHF | 99.31% | 99.31% |
11/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,027 CHF | 35,014 CHF | 99.32% | 99.32% |