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 | 23.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,779 CHF | 24,390 CHF | 97.09% | 97.09% |
19/11/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,019 CHF | 25,009 CHF | 96.18% | 96.18% |
18/11/2024 | 21.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,131 CHF | 26,065 CHF | 92.42% | 92.42% |
15/11/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,763 CHF | 29,881 CHF | 93.03% | 93.03% |
14/11/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,383 CHF | 27,692 CHF | 98.85% | 98.85% |
13/11/2024 | 24.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,480 CHF | 23,240 CHF | 94.97% | 94.97% |
12/11/2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,131 CHF | 25,066 CHF | 98.90% | 98.90% |
11/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 92.92% | 92.92% |
08/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 97.08% | 97.08% |
07/11/2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,678 CHF | 32,839 CHF | 98.66% | 98.66% |