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 | 113.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,867 CHF | 6,933 CHF | 99.59% | 99.59% |
19/11/2024 | 97.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,408 CHF | 7,704 CHF | 99.56% | 99.56% |
18/11/2024 | 98.49% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,220 CHF | 7,610 CHF | 99.57% | 99.57% |
15/11/2024 | 86.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,628 CHF | 8,314 CHF | 99.55% | 99.55% |
14/11/2024 | 71.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,980 CHF | 9,490 CHF | 98.30% | 98.30% |
13/11/2024 | 53.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,761 CHF | 12,381 CHF | 99.51% | 99.51% |
12/11/2024 | 66.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,093 CHF | 10,046 CHF | 99.58% | 99.58% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.56% | 99.56% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.58% | 99.58% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.80% | 98.80% |