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 | 53.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,830 CHF | 11,915 CHF | 99.23% | 99.23% |
22/11/2024 | 67.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,805 CHF | 9,903 CHF | 99.19% | 99.19% |
20/11/2024 | 86.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,599 CHF | 8,300 CHF | 98.63% | 98.63% |
19/11/2024 | 87.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,447 CHF | 8,224 CHF | 88.38% | 88.38% |
18/11/2024 | 74.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,416 CHF | 9,208 CHF | 97.14% | 97.14% |
15/11/2024 | 62.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,465 CHF | 10,733 CHF | 91.29% | 91.29% |
14/11/2024 | 60.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,623 CHF | 10,812 CHF | 99.00% | 99.00% |
13/11/2024 | 61.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,267 CHF | 10,634 CHF | 98.69% | 98.69% |
12/11/2024 | 54.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,305 CHF | 11,652 CHF | 99.31% | 99.31% |
11/11/2024 | 45.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,776 CHF | 13,388 CHF | 99.32% | 99.32% |