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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 26.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,534 CHF | 21,267 CHF | 99.39% | 99.39% |
22/11/2024 | 35.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,980 CHF | 16,990 CHF | 99.35% | 99.35% |
20/11/2024 | 31.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,611 CHF | 18,805 CHF | 99.41% | 99.41% |
19/11/2024 | 36.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,359 CHF | 16,680 CHF | 96.69% | 96.69% |
18/11/2024 | 27.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,960 CHF | 20,480 CHF | 97.58% | 97.58% |
15/11/2024 | 27.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,069 CHF | 21,035 CHF | 96.57% | 96.57% |
14/11/2024 | 28.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,873 CHF | 19,937 CHF | 99.33% | 99.33% |
13/11/2024 | 29.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,930 CHF | 19,465 CHF | 99.40% | 99.40% |
12/11/2024 | 29.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,456 CHF | 19,728 CHF | 99.39% | 99.39% |
11/11/2024 | 19.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,753 CHF | 28,877 CHF | 99.32% | 99.32% |