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 | 31.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,963 CHF | 36,963 CHF | 99.58% | 99.58% |
19/11/2024 | 32.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,325 CHF | 36,325 CHF | 98.98% | 99.03% |
18/11/2024 | 21.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 41,429 CHF | 51,429 CHF | 99.50% | 99.50% |
15/11/2024 | 19.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,025 CHF | 57,025 CHF | 98.94% | 98.94% |
14/11/2024 | 17.37% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,706 CHF | 62,706 CHF | 98.94% | 98.96% |
13/11/2024 | 27.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,832 CHF | 41,832 CHF | 99.53% | 99.53% |
12/11/2024 | 21.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 40,718 CHF | 50,718 CHF | 98.88% | 98.97% |
11/11/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 51,106 CHF | 61,106 CHF | 99.42% | 99.48% |
08/11/2024 | 19.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,795 CHF | 57,795 CHF | 99.51% | 99.51% |
07/11/2024 | 17.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,785 CHF | 62,785 CHF | 99.50% | 99.50% |