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 | 28.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,874 CHF | 19,937 CHF | 99.42% | 99.42% |
19/11/2024 | 28.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,759 CHF | 19,879 CHF | 96.70% | 96.70% |
18/11/2024 | 36.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,688 CHF | 16,344 CHF | 97.69% | 97.69% |
15/11/2024 | 40.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,062 CHF | 15,031 CHF | 96.45% | 96.45% |
14/11/2024 | 42.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,893 CHF | 14,447 CHF | 99.38% | 99.38% |
13/11/2024 | 40.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,849 CHF | 14,924 CHF | 99.04% | 99.04% |
12/11/2024 | 65.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,327 CHF | 10,163 CHF | 99.25% | 99.25% |
11/11/2024 | 55.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,068 CHF | 12,034 CHF | 99.35% | 99.35% |
08/11/2024 | 42.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,985 CHF | 14,492 CHF | 99.35% | 99.35% |
07/11/2024 | 30.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,742 CHF | 19,371 CHF | 98.74% | 98.74% |