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 | 110.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,031 CHF | 7,015 CHF | 98.23% | 98.23% |
19/11/2024 | 91.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,940 CHF | 7,970 CHF | 88.52% | 88.52% |
18/11/2024 | 101.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,940 CHF | 7,470 CHF | 94.93% | 94.93% |
15/11/2024 | 86.68% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,668 CHF | 8,334 CHF | 96.50% | 96.50% |
14/11/2024 | 71.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,039 CHF | 9,520 CHF | 96.17% | 96.17% |
13/11/2024 | 71.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,066 CHF | 9,533 CHF | 99.08% | 99.08% |
12/11/2024 | 84.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,941 CHF | 8,471 CHF | 99.19% | 99.19% |
11/11/2024 | 78.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,775 CHF | 8,887 CHF | 99.15% | 99.15% |
08/11/2024 | 55.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,148 CHF | 11,574 CHF | 99.31% | 99.31% |
07/11/2024 | 42.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,855 CHF | 14,428 CHF | 94.32% | 94.32% |