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 | 21.69% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,328 CHF | 25,664 CHF | 99.18% | 99.18% |
22/11/2024 | 27.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,252 CHF | 20,626 CHF | 99.19% | 99.19% |
20/11/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,983 CHF | 19,992 CHF | 98.75% | 98.75% |
19/11/2024 | 28.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,815 CHF | 19,907 CHF | 88.65% | 88.65% |
18/11/2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,639 CHF | 20,820 CHF | 97.14% | 97.14% |
15/11/2024 | 26.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,870 CHF | 21,435 CHF | 91.50% | 91.50% |
14/11/2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,121 CHF | 25,060 CHF | 98.98% | 98.98% |
13/11/2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,446 CHF | 24,723 CHF | 98.93% | 98.93% |
12/11/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,034 CHF | 25,017 CHF | 99.31% | 99.31% |
11/11/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,036 CHF | 30,018 CHF | 99.31% | 99.31% |