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 | 66.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,100 CHF | 10,050 CHF | 98.03% | 98.03% |
19/11/2024 | 71.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,064 CHF | 9,532 CHF | 67.27% | 98.43% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.74% | 98.74% |
15/11/2024 | 66.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,034 CHF | 10,017 CHF | 87.97% | 98.54% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 50.57% | 97.47% |
13/11/2024 | 64.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,744 CHF | 10,372 CHF | 86.36% | 98.83% |
12/11/2024 | 64.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,912 CHF | 10,456 CHF | 98.56% | 98.56% |
11/11/2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,100 CHF | 15,050 CHF | 99.16% | 99.16% |
08/11/2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,034 CHF | 15,017 CHF | 98.50% | 98.50% |
07/11/2024 | 27.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,580 CHF | 21,290 CHF | 98.05% | 98.05% |