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 | 56.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,969 CHF | 11,984 CHF | 99.35% | 99.35% |
19/11/2024 | 58.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,082 CHF | 11,541 CHF | 96.30% | 96.30% |
18/11/2024 | 65.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,578 CHF | 10,289 CHF | 94.61% | 94.61% |
15/11/2024 | 45.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,041 CHF | 14,021 CHF | 91.56% | 91.56% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 94.56% | 94.56% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 83.41% | 83.41% |
12/11/2024 | 30.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,050 CHF | 19,025 CHF | 91.94% | 91.94% |
11/11/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,061 CHF | 20,030 CHF | 82.33% | 82.33% |
08/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 89.20% | 89.20% |
07/11/2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,937 CHF | 19,969 CHF | 80.42% | 80.42% |