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 | 66.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,195 CHF | 10,097 CHF | 98.93% | 98.93% |
19/11/2024 | 56.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,844 CHF | 11,922 CHF | 98.24% | 98.24% |
18/11/2024 | 39.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,549 CHF | 15,274 CHF | 98.93% | 98.93% |
15/11/2024 | 35.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,991 CHF | 16,995 CHF | 98.34% | 98.34% |
14/11/2024 | 37.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,384 CHF | 16,192 CHF | 97.76% | 97.76% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.93% | 98.93% |
12/11/2024 | 30.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,758 CHF | 19,379 CHF | 91.59% | 91.59% |
11/11/2024 | 36.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,977 CHF | 16,489 CHF | 98.63% | 98.63% |
08/11/2024 | 41.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,375 CHF | 14,688 CHF | 96.19% | 96.19% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.08% | 98.08% |