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 | 52.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,433 CHF | 12,216 CHF | 98.93% | 98.93% |
19/11/2024 | 55.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,734 CHF | 12,367 CHF | 95.77% | 95.77% |
18/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 96.95% | 96.95% |
15/11/2024 | 142.91% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,139 CHF | 6,070 CHF | 95.16% | 95.16% |
14/11/2024 | 116.57% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,793 CHF | 6,897 CHF | 98.17% | 98.17% |
13/11/2024 | 33.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,672 CHF | 17,336 CHF | 98.28% | 98.28% |
12/11/2024 | 44.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,559 CHF | 13,779 CHF | 98.37% | 98.37% |
11/11/2024 | 59.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,867 CHF | 10,933 CHF | 98.73% | 98.73% |
08/11/2024 | 48.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,626 CHF | 12,813 CHF | 97.69% | 97.69% |
07/11/2024 | 49.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,525 CHF | 13,262 CHF | 98.15% | 98.15% |