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 | 76.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,066 CHF | 9,033 CHF | 88.98% | 88.98% |
19/11/2024 | 67.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,008 CHF | 10,004 CHF | 95.02% | 95.02% |
18/11/2024 | 77.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,939 CHF | 8,969 CHF | 94.61% | 94.61% |
15/11/2024 | 60.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,461 CHF | 10,731 CHF | 93.23% | 93.23% |
14/11/2024 | 55.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,098 CHF | 11,549 CHF | 97.44% | 97.44% |
13/11/2024 | 53.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,828 CHF | 11,914 CHF | 98.72% | 98.72% |
12/11/2024 | 50.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,827 CHF | 12,414 CHF | 95.31% | 95.31% |
11/11/2024 | 57.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,288 CHF | 11,144 CHF | 95.33% | 95.33% |
08/11/2024 | 50.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,737 CHF | 12,369 CHF | 96.66% | 96.66% |
07/11/2024 | 50.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,709 CHF | 12,355 CHF | 97.42% | 97.42% |