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 | 43.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,519 CHF | 14,260 CHF | 99.36% | 99.36% |
19/11/2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,912 CHF | 14,956 CHF | 99.26% | 99.26% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.37% | 99.37% |
15/11/2024 | 42.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,017 CHF | 14,509 CHF | 99.41% | 99.41% |
14/11/2024 | 59.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,704 CHF | 11,352 CHF | 97.50% | 97.50% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 94.05% | 99.37% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 93.09% | 93.09% |
11/11/2024 | 62.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 999,337 | 500,000 | 11,687 CHF | 10,848 CHF | 99.37% | 99.37% |
08/11/2024 | 44.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,650 | 18,261 CHF | 14,124 CHF | 93.13% | 93.13% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.60% | 98.60% |