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 | 30.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,528 CHF | 19,264 CHF | 99.56% | 99.56% |
19/11/2024 | 26.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,306 CHF | 22,153 CHF | 99.08% | 99.08% |
18/11/2024 | 30.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,044 CHF | 19,022 CHF | 99.02% | 99.02% |
15/11/2024 | 27.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,225 CHF | 21,113 CHF | 99.58% | 99.58% |
14/11/2024 | 20.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,186 CHF | 27,093 CHF | 97.64% | 97.64% |
13/11/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,696 CHF | 37,348 CHF | 99.34% | 99.34% |
12/11/2024 | 20.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,567 CHF | 27,784 CHF | 93.10% | 93.10% |
11/11/2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,250 CHF | 20,125 CHF | 99.06% | 99.06% |
08/11/2024 | 24.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,169 CHF | 23,084 CHF | 98.80% | 98.80% |
07/11/2024 | 30.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,390 CHF | 19,695 CHF | 98.61% | 98.61% |