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 | 18.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,053 | 48,951 CHF | 29,409 CHF | 99.42% | 99.42% |
19/11/2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,182 | 49,533 CHF | 29,710 CHF | 96.68% | 96.68% |
18/11/2024 | 22.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,546 CHF | 25,273 CHF | 97.70% | 97.70% |
15/11/2024 | 27.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,583 CHF | 20,791 CHF | 96.39% | 96.39% |
14/11/2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,075 CHF | 20,037 CHF | 99.34% | 99.34% |
13/11/2024 | 28.37% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,316 CHF | 20,158 CHF | 98.81% | 98.81% |
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 | 99.25% | 99.25% |
11/11/2024 | 29.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,077 CHF | 19,539 CHF | 99.37% | 99.37% |
08/11/2024 | 23.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,935 CHF | 23,968 CHF | 99.35% | 99.35% |
07/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,014 CHF | 25,007 CHF | 98.65% | 98.65% |