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 | 40.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,898 CHF | 14,949 CHF | 99.42% | 99.42% |
19/11/2024 | 44.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,290 CHF | 14,145 CHF | 96.80% | 96.80% |
18/11/2024 | 40.18% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,932 CHF | 14,966 CHF | 97.70% | 97.70% |
15/11/2024 | 40.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,692 CHF | 14,846 CHF | 96.58% | 96.58% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.33% | 99.33% |
13/11/2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,217 CHF | 15,108 CHF | 98.80% | 98.80% |
12/11/2024 | 34.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,807 CHF | 17,404 CHF | 99.38% | 99.38% |
11/11/2024 | 30.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,193 CHF | 19,096 CHF | 99.36% | 99.36% |
08/11/2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,143 CHF | 20,071 CHF | 99.34% | 99.34% |
07/11/2024 | 28.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,543 CHF | 20,272 CHF | 98.66% | 98.66% |