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 | 24.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 493,199 | 37,547 CHF | 23,365 CHF | 99.36% | 99.36% |
19/11/2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,589 | 48,822 CHF | 24,008 CHF | 96.68% | 96.68% |
18/11/2024 | 16.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 57,276 CHF | 26,910 CHF | 97.63% | 97.63% |
15/11/2024 | 20.57% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 481,787 | 44,630 CHF | 26,058 CHF | 96.37% | 96.37% |
14/11/2024 | 27.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,079 CHF | 21,039 CHF | 99.37% | 99.37% |
13/11/2024 | 27.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,018 CHF | 21,009 CHF | 98.75% | 98.75% |
12/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.37% | 99.37% |
11/11/2024 | 30.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,217 CHF | 19,109 CHF | 99.34% | 99.34% |
08/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.38% | 99.38% |
07/11/2024 | 26.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,397 CHF | 21,699 CHF | 98.65% | 98.65% |