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 | 85.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,707 CHF | 8,353 CHF | 98.23% | 98.23% |
19/11/2024 | 70.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,294 CHF | 9,647 CHF | 88.46% | 88.46% |
18/11/2024 | 78.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,847 CHF | 8,924 CHF | 94.90% | 94.90% |
15/11/2024 | 67.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,028 CHF | 10,014 CHF | 96.42% | 96.42% |
14/11/2024 | 56.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,647 CHF | 11,324 CHF | 96.12% | 96.12% |
13/11/2024 | 55.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,967 CHF | 11,483 CHF | 99.13% | 99.13% |
12/11/2024 | 65.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,380 CHF | 10,190 CHF | 99.28% | 99.28% |
11/11/2024 | 59.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,032 CHF | 11,016 CHF | 99.00% | 99.00% |
08/11/2024 | 42.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,434 CHF | 14,217 CHF | 99.24% | 99.24% |
07/11/2024 | 34.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,536 CHF | 17,768 CHF | 94.35% | 94.35% |