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 | 24.60% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,258 CHF | 23,129 CHF | 99.37% | 99.37% |
19/11/2024 | 23.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,510 CHF | 24,255 CHF | 95.81% | 95.81% |
18/11/2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,489 CHF | 25,245 CHF | 97.25% | 97.25% |
15/11/2024 | 21.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,924 CHF | 26,462 CHF | 95.47% | 95.47% |
14/11/2024 | 36.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,708 CHF | 16,354 CHF | 99.31% | 99.31% |
13/11/2024 | 30.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,154 CHF | 19,077 CHF | 98.97% | 98.97% |
12/11/2024 | 29.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,065 CHF | 19,533 CHF | 99.36% | 99.36% |
11/11/2024 | 38.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,736 CHF | 15,868 CHF | 96.28% | 96.28% |
08/11/2024 | 19.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,372 CHF | 28,186 CHF | 96.77% | 96.77% |
07/11/2024 | 21.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,180 CHF | 26,090 CHF | 98.64% | 98.64% |