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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 70.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,259 CHF | 9,629 CHF | 99.59% | 99.59% |
22/11/2024 | 87.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,506 CHF | 8,253 CHF | 99.28% | 99.28% |
20/11/2024 | 97.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,354 CHF | 7,677 CHF | 99.48% | 99.48% |
19/11/2024 | 81.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,468 CHF | 8,734 CHF | 96.72% | 96.72% |
18/11/2024 | 109.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,212 CHF | 7,106 CHF | 97.65% | 97.65% |
15/11/2024 | 98.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,216 CHF | 7,608 CHF | 96.57% | 96.57% |
14/11/2024 | 89.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,255 CHF | 8,127 CHF | 99.39% | 99.39% |
13/11/2024 | 76.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,147 CHF | 9,074 CHF | 99.37% | 99.37% |
12/11/2024 | 85.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,752 CHF | 8,376 CHF | 99.37% | 99.37% |
11/11/2024 | 83.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,281 CHF | 8,641 CHF | 99.34% | 99.34% |