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 | 57.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,849 CHF | 5,712 CHF | 99.38% | 99.38% |
19/11/2024 | 50.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,553 | 250,000 | 14,925 CHF | 6,255 CHF | 99.28% | 99.28% |
18/11/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,504 | 250,000 | 19,897 CHF | 7,497 CHF | 99.30% | 99.30% |
15/11/2024 | 41.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,180 CHF | 7,295 CHF | 99.38% | 99.38% |
14/11/2024 | 46.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,620 CHF | 6,655 CHF | 99.34% | 99.34% |
13/11/2024 | 40.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,793 | 250,000 | 19,632 CHF | 7,444 CHF | 99.36% | 99.36% |
12/11/2024 | 30.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,238 | 250,000 | 27,854 CHF | 9,514 CHF | 99.08% | 99.08% |
11/11/2024 | 21.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,028 | 250,000 | 41,562 CHF | 12,940 CHF | 99.26% | 99.26% |
08/11/2024 | 19.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 973,585 | 297,690 | 45,028 CHF | 17,246 CHF | 99.39% | 99.39% |
07/11/2024 | 14.30% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 784,736 | 394,051 | 50,972 CHF | 29,605 CHF | 99.27% | 99.27% |