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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 55.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,041 CHF | 12,021 CHF | 99.31% | 99.36% |
22/11/2024 | 31.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,815 CHF | 18,908 CHF | 99.28% | 99.28% |
20/11/2024 | 22.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 492,434 | 40,316 CHF | 24,748 CHF | 99.15% | 99.15% |
19/11/2024 | 22.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 496,531 | 39,527 CHF | 24,590 CHF | 99.27% | 99.27% |
18/11/2024 | 18.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 408,597 | 48,245 CHF | 23,728 CHF | 99.38% | 99.38% |
15/11/2024 | 15.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 954,788 | 354,788 | 57,499 CHF | 24,829 CHF | 99.39% | 99.39% |
14/11/2024 | 14.83% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 950,009 | 350,009 | 59,462 CHF | 25,308 CHF | 97.47% | 97.47% |
13/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 63,001 CHF | 24,000 CHF | 98.99% | 98.99% |
12/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 900,224 | 300,224 | 62,990 CHF | 24,008 CHF | 92.63% | 92.63% |
11/11/2024 | 16.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 996,847 | 396,847 | 56,320 CHF | 26,382 CHF | 98.54% | 98.54% |