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 | 41.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,114 CHF | 15,057 CHF | 99.27% | 99.27% |
19/11/2024 | 30.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,386 CHF | 19,193 CHF | 88.67% | 88.67% |
18/11/2024 | 26.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,364 CHF | 21,682 CHF | 97.49% | 97.49% |
15/11/2024 | 29.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 496,520 | 29,763 CHF | 19,694 CHF | 96.64% | 96.64% |
14/11/2024 | 46.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,895 CHF | 13,448 CHF | 99.32% | 99.32% |
13/11/2024 | 46.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,666 CHF | 13,333 CHF | 99.24% | 99.24% |
12/11/2024 | 46.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,424 CHF | 13,212 CHF | 96.95% | 96.95% |
11/11/2024 | 48.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,707 CHF | 12,854 CHF | 99.18% | 99.18% |
08/11/2024 | 43.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,350 CHF | 14,175 CHF | 99.26% | 99.26% |
07/11/2024 | 30.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,684 CHF | 19,342 CHF | 98.64% | 98.64% |