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 | 27.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,326 CHF | 21,163 CHF | 97.90% | 97.90% |
19/11/2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,663 CHF | 24,332 CHF | 97.35% | 97.35% |
18/11/2024 | 27.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,563 CHF | 20,782 CHF | 97.83% | 97.83% |
15/11/2024 | 22.91% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,952 CHF | 24,476 CHF | 98.03% | 98.03% |
14/11/2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,924 CHF | 24,962 CHF | 96.57% | 96.57% |
13/11/2024 | 18.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,414 CHF | 29,207 CHF | 98.64% | 98.64% |
12/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 92.09% | 92.09% |
11/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 93.91% | 93.91% |
08/11/2024 | 17.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,301 CHF | 31,651 CHF | 90.94% | 90.94% |
07/11/2024 | 15.06% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,563 CHF | 35,782 CHF | 97.05% | 97.05% |