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 | 34.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,432 CHF | 17,216 CHF | 99.37% | 99.37% |
19/11/2024 | 33.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,680 CHF | 18,340 CHF | 96.70% | 96.70% |
18/11/2024 | 61.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,755 CHF | 10,877 CHF | 97.51% | 97.51% |
15/11/2024 | 41.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,619 CHF | 14,810 CHF | 95.81% | 95.81% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.27% | 99.27% |
13/11/2024 | 37.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,794 CHF | 15,897 CHF | 98.92% | 98.92% |
12/11/2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,087 CHF | 15,044 CHF | 99.33% | 99.33% |
11/11/2024 | 59.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,816 CHF | 11,408 CHF | 99.38% | 99.38% |
08/11/2024 | 38.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,085 CHF | 15,542 CHF | 98.24% | 98.24% |
07/11/2024 | 36.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,491 CHF | 16,246 CHF | 98.63% | 98.63% |