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 | 28.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,664 CHF | 19,832 CHF | 99.13% | 99.13% |
19/11/2024 | 36.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,759 CHF | 16,379 CHF | 98.73% | 98.73% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.36% | 99.36% |
15/11/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,651 CHF | 19,826 CHF | 99.57% | 99.57% |
14/11/2024 | 38.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,638 CHF | 15,819 CHF | 97.59% | 97.59% |
13/11/2024 | 43.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,732 CHF | 14,366 CHF | 99.34% | 99.34% |
12/11/2024 | 40.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,665 CHF | 14,833 CHF | 96.44% | 96.44% |
11/11/2024 | 32.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,733 CHF | 17,866 CHF | 99.06% | 99.06% |
08/11/2024 | 32.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,661 CHF | 17,830 CHF | 98.10% | 98.10% |
07/11/2024 | 22.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,136 CHF | 24,568 CHF | 98.60% | 98.60% |