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 | 51.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,299 CHF | 12,149 CHF | 98.68% | 98.68% |
19/11/2024 | 56.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,909 CHF | 11,455 CHF | 96.67% | 96.67% |
18/11/2024 | 56.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,683 CHF | 11,342 CHF | 96.85% | 96.85% |
15/11/2024 | 56.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,683 CHF | 11,342 CHF | 95.77% | 95.77% |
14/11/2024 | 57.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,487 CHF | 11,244 CHF | 99.33% | 99.33% |
13/11/2024 | 50.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,649 CHF | 12,325 CHF | 98.78% | 98.78% |
12/11/2024 | 50.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,657 CHF | 12,329 CHF | 99.35% | 99.35% |
11/11/2024 | 44.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,276 CHF | 13,638 CHF | 99.36% | 99.36% |
08/11/2024 | 46.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,746 CHF | 13,373 CHF | 98.21% | 98.21% |
07/11/2024 | 47.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,983 CHF | 12,991 CHF | 98.65% | 98.65% |