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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 68.44% | 98.87% |
19/11/2024 | 52.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,953 | 15,227 CHF | 12,612 CHF | 98.55% | 98.55% |
18/11/2024 | 40.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,978 CHF | 14,989 CHF | 97.64% | 97.64% |
15/11/2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,485 CHF | 14,743 CHF | 97.89% | 97.89% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.30% | 97.30% |
13/11/2024 | 30.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 999,954 | 500,000 | 28,723 CHF | 19,362 CHF | 98.91% | 98.91% |
12/11/2024 | 57.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,357 CHF | 11,179 CHF | 97.69% | 97.69% |
11/11/2024 | 50.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,973 CHF | 12,487 CHF | 98.80% | 98.80% |
08/11/2024 | 60.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,674 CHF | 10,837 CHF | 98.76% | 98.76% |
07/11/2024 | 54.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,781 | 13,395 CHF | 11,693 CHF | 97.61% | 97.61% |