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 | 14.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,980 CHF | 37,490 CHF | 99.09% | 99.09% |
19/11/2024 | 11.91% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,984 CHF | 44,992 CHF | 88.40% | 88.40% |
18/11/2024 | 7.57% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 415,445 | 127,420 CHF | 56,966 CHF | 97.19% | 97.19% |
15/11/2024 | 8.41% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 478,356 | 116,035 CHF | 59,703 CHF | 91.50% | 91.50% |
14/11/2024 | 23.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,943 CHF | 23,971 CHF | 99.02% | 99.02% |
13/11/2024 | 15.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,613 CHF | 34,807 CHF | 99.02% | 99.02% |
12/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,079 CHF | 35,040 CHF | 99.33% | 99.33% |
11/11/2024 | 20.01% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,838 CHF | 27,919 CHF | 99.33% | 99.33% |
08/11/2024 | 25.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,633 CHF | 22,317 CHF | 98.17% | 98.17% |
07/11/2024 | 16.14% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,377 CHF | 33,689 CHF | 97.24% | 97.24% |