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 | 36.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,225 CHF | 16,613 CHF | 99.38% | 99.38% |
19/11/2024 | 29.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,307 CHF | 19,654 CHF | 96.69% | 96.69% |
18/11/2024 | 26.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,984 CHF | 21,492 CHF | 97.53% | 97.53% |
15/11/2024 | 28.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,428 CHF | 20,214 CHF | 95.90% | 95.90% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.31% | 99.31% |
13/11/2024 | 30.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,624 CHF | 19,312 CHF | 98.77% | 98.77% |
12/11/2024 | 28.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,993 CHF | 19,996 CHF | 99.36% | 99.36% |
11/11/2024 | 27.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,022 CHF | 20,511 CHF | 99.37% | 99.37% |
08/11/2024 | 29.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,831 CHF | 19,416 CHF | 98.25% | 98.25% |
07/11/2024 | 26.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,829 CHF | 21,415 CHF | 98.63% | 98.63% |