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 | 50.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,679 CHF | 12,840 CHF | 99.09% | 99.09% |
19/11/2024 | 37.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,886 CHF | 15,943 CHF | 88.84% | 88.84% |
18/11/2024 | 20.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,784 CHF | 26,892 CHF | 97.20% | 97.20% |
15/11/2024 | 22.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,734 CHF | 24,867 CHF | 89.97% | 89.97% |
14/11/2024 | 81.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,451 CHF | 8,726 CHF | 98.99% | 98.99% |
13/11/2024 | 51.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,589 CHF | 12,295 CHF | 99.03% | 99.03% |
12/11/2024 | 51.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,590 CHF | 12,295 CHF | 99.32% | 99.32% |
11/11/2024 | 70.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,506 CHF | 9,753 CHF | 99.32% | 99.32% |
08/11/2024 | 92.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,995 CHF | 7,997 CHF | 98.17% | 98.17% |
07/11/2024 | 54.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,791 CHF | 11,895 CHF | 98.55% | 98.55% |