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 | 27.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,937 CHF | 20,468 CHF | 97.93% | 97.93% |
19/11/2024 | 26.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,860 CHF | 21,430 CHF | 97.35% | 97.35% |
18/11/2024 | 23.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,788 CHF | 23,894 CHF | 97.83% | 97.83% |
15/11/2024 | 27.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,330 CHF | 21,165 CHF | 98.07% | 98.07% |
14/11/2024 | 24.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,987 CHF | 22,994 CHF | 96.59% | 96.59% |
13/11/2024 | 27.88% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,082 CHF | 20,541 CHF | 98.65% | 98.65% |
12/11/2024 | 29.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,434 CHF | 19,717 CHF | 93.65% | 93.65% |
11/11/2024 | 33.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,084 CHF | 17,542 CHF | 93.90% | 93.90% |
08/11/2024 | 29.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,245 CHF | 19,623 CHF | 96.93% | 96.93% |
07/11/2024 | 31.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,704 CHF | 18,352 CHF | 97.04% | 97.04% |