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 | 81.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,395 CHF | 8,698 CHF | 90.84% | 90.84% |
19/11/2024 | 74.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,555 CHF | 9,277 CHF | 96.35% | 96.35% |
18/11/2024 | 64.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,611 CHF | 10,306 CHF | 96.77% | 96.77% |
15/11/2024 | 62.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,995 CHF | 10,498 CHF | 95.57% | 95.57% |
14/11/2024 | 74.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,520 CHF | 9,260 CHF | 98.86% | 98.86% |
13/11/2024 | 81.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,363 CHF | 8,682 CHF | 98.89% | 98.89% |
12/11/2024 | 63.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,784 CHF | 10,392 CHF | 98.70% | 98.70% |
11/11/2024 | 56.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,754 CHF | 11,377 CHF | 98.66% | 98.66% |
08/11/2024 | 59.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,810 CHF | 10,905 CHF | 98.86% | 98.86% |
07/11/2024 | 58.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,357 CHF | 11,179 CHF | 98.20% | 98.20% |