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 | 16.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,509 CHF | 32,255 CHF | 99.28% | 99.28% |
19/11/2024 | 17.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,295 CHF | 31,148 CHF | 98.74% | 98.74% |
18/11/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,852 CHF | 34,926 CHF | 99.19% | 99.19% |
15/11/2024 | 15.75% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,730 CHF | 34,365 CHF | 99.51% | 99.51% |
14/11/2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,712 CHF | 28,356 CHF | 97.62% | 97.62% |
13/11/2024 | 26.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,488 CHF | 21,244 CHF | 99.37% | 99.37% |
12/11/2024 | 22.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,011 CHF | 24,506 CHF | 93.10% | 93.10% |
11/11/2024 | 17.63% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,966 CHF | 30,983 CHF | 99.06% | 99.06% |
08/11/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,558 CHF | 31,779 CHF | 93.13% | 93.13% |
07/11/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,449 CHF | 42,725 CHF | 98.61% | 98.61% |