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 | 41.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,217 CHF | 14,609 CHF | 99.35% | 99.35% |
19/11/2024 | 38.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,148 CHF | 15,574 CHF | 96.66% | 96.66% |
18/11/2024 | 41.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,130 CHF | 14,565 CHF | 97.35% | 97.35% |
15/11/2024 | 30.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,160 CHF | 19,080 CHF | 96.45% | 96.45% |
14/11/2024 | 27.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,669 CHF | 20,835 CHF | 99.32% | 99.32% |
13/11/2024 | 44.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,443 CHF | 13,721 CHF | 98.96% | 98.96% |
12/11/2024 | 42.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,373 CHF | 14,187 CHF | 99.38% | 99.38% |
11/11/2024 | 46.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,621 CHF | 13,311 CHF | 99.36% | 99.36% |
08/11/2024 | 48.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,625 CHF | 12,812 CHF | 99.37% | 99.37% |
07/11/2024 | 48.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,873 CHF | 12,937 CHF | 98.66% | 98.66% |