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 | 27.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,712 CHF | 20,856 CHF | 99.34% | 99.34% |
19/11/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,097 CHF | 20,048 CHF | 96.33% | 96.33% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 94.64% | 94.64% |
15/11/2024 | 28.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,684 CHF | 19,842 CHF | 91.12% | 91.12% |
14/11/2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,652 CHF | 24,826 CHF | 94.60% | 94.60% |
13/11/2024 | 26.10% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,895 CHF | 21,947 CHF | 83.19% | 83.19% |
12/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 91.87% | 91.87% |
11/11/2024 | 18.90% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,234 CHF | 29,117 CHF | 82.29% | 82.29% |
08/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 89.22% | 89.22% |
07/11/2024 | 22.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,948 CHF | 24,974 CHF | 80.42% | 80.42% |