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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 10,000 CHF | 3,000 CHF | 99.38% | 99.38% |
19/11/2024 | 31.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 27,412 CHF | 5,612 CHF | 99.38% | 99.38% |
18/11/2024 | 38.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 21,033 CHF | 4,655 CHF | 99.38% | 99.38% |
15/11/2024 | 38.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 21,630 CHF | 4,744 CHF | 98.91% | 98.91% |
14/11/2024 | 39.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 20,315 CHF | 4,547 CHF | 99.38% | 99.38% |
13/11/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 30,239 CHF | 6,036 CHF | 99.38% | 99.38% |
12/11/2024 | 32.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 26,439 CHF | 5,466 CHF | 99.16% | 99.16% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 20,000 CHF | 4,500 CHF | 99.38% | 99.38% |
08/11/2024 | 38.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 21,270 CHF | 4,690 CHF | 99.37% | 99.37% |
07/11/2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 20,216 CHF | 4,532 CHF | 98.59% | 98.59% |