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 | 38.87% | 99.17% |
19/11/2024 | 64.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,916 CHF | 10,458 CHF | 56.26% | 98.08% |
18/11/2024 | 39.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,283 CHF | 15,142 CHF | 99.14% | 99.14% |
15/11/2024 | 35.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,860 CHF | 16,930 CHF | 98.51% | 98.51% |
14/11/2024 | 37.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,569 CHF | 16,284 CHF | 97.48% | 97.48% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.14% | 99.14% |
12/11/2024 | 30.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,213 CHF | 19,607 CHF | 97.22% | 97.22% |
11/11/2024 | 42.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,175 CHF | 15,087 CHF | 98.34% | 98.34% |
08/11/2024 | 66.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,221 CHF | 10,111 CHF | 98.78% | 98.78% |
07/11/2024 | 60.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,131 CHF | 11,066 CHF | 98.10% | 98.10% |