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 | 47.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,304 CHF | 13,152 CHF | 99.35% | 99.35% |
19/11/2024 | 35.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,197 CHF | 16,599 CHF | 96.68% | 96.68% |
18/11/2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,438 CHF | 19,719 CHF | 97.53% | 97.53% |
15/11/2024 | 34.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,838 | 24,269 CHF | 17,028 CHF | 96.45% | 96.45% |
14/11/2024 | 47.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,271 CHF | 13,136 CHF | 99.39% | 99.39% |
13/11/2024 | 51.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,443 CHF | 12,222 CHF | 98.75% | 98.75% |
12/11/2024 | 57.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,403 CHF | 11,202 CHF | 99.37% | 99.37% |
11/11/2024 | 63.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,908 CHF | 10,454 CHF | 99.33% | 99.33% |
08/11/2024 | 52.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,883 CHF | 11,942 CHF | 99.33% | 99.33% |
07/11/2024 | 46.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,611 CHF | 13,306 CHF | 98.66% | 98.66% |