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 | 83.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,041 CHF | 8,520 CHF | 98.59% | 98.59% |
19/11/2024 | 67.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,922 CHF | 9,961 CHF | 96.18% | 96.18% |
18/11/2024 | 67.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,805 CHF | 9,903 CHF | 96.70% | 96.70% |
15/11/2024 | 63.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,799 CHF | 10,400 CHF | 95.34% | 95.34% |
14/11/2024 | 54.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,573 CHF | 11,786 CHF | 98.43% | 98.43% |
13/11/2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,280 CHF | 12,640 CHF | 98.30% | 98.30% |
12/11/2024 | 55.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,049 CHF | 11,524 CHF | 98.93% | 98.93% |
11/11/2024 | 61.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,336 CHF | 10,668 CHF | 97.86% | 97.86% |
08/11/2024 | 49.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,143 CHF | 12,572 CHF | 98.85% | 98.85% |
07/11/2024 | 44.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,914 CHF | 13,957 CHF | 98.29% | 98.29% |