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 | 22.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,338 CHF | 25,169 CHF | 98.49% | 98.49% |
19/11/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,092 CHF | 25,046 CHF | 98.44% | 98.44% |
18/11/2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,929 CHF | 29,464 CHF | 99.02% | 99.02% |
15/11/2024 | 18.37% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,537 CHF | 29,768 CHF | 98.16% | 98.16% |
14/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 97.18% | 97.18% |
13/11/2024 | 20.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,385 CHF | 27,193 CHF | 98.90% | 98.90% |
12/11/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,002 CHF | 30,001 CHF | 98.57% | 98.57% |
11/11/2024 | 12.25% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,890 CHF | 43,445 CHF | 99.16% | 99.16% |
08/11/2024 | 14.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,100 CHF | 36,550 CHF | 98.57% | 98.57% |
07/11/2024 | 9.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 465,141 | 99,243 CHF | 50,431 CHF | 98.07% | 98.07% |