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 | 63.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,760 CHF | 10,380 CHF | 90.84% | 90.84% |
19/11/2024 | 56.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,635 CHF | 11,318 CHF | 96.33% | 96.33% |
18/11/2024 | 50.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,767 CHF | 12,383 CHF | 96.75% | 96.75% |
15/11/2024 | 49.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,067 CHF | 12,533 CHF | 95.56% | 95.56% |
14/11/2024 | 57.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,545 CHF | 11,273 CHF | 98.85% | 98.85% |
13/11/2024 | 61.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,378 CHF | 10,689 CHF | 98.88% | 98.88% |
12/11/2024 | 50.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,870 CHF | 12,435 CHF | 98.70% | 98.70% |
11/11/2024 | 47.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,327 CHF | 13,163 CHF | 98.68% | 98.68% |
08/11/2024 | 49.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,345 CHF | 12,673 CHF | 98.86% | 98.86% |
07/11/2024 | 46.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,504 CHF | 13,252 CHF | 98.24% | 98.24% |