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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 57.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 13,603 CHF | 14,162 CHF | 99.23% | 99.23% |
27/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
26/11/2024 | 63.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 11,283 CHF | 12,770 CHF | 94.43% | 94.43% |
25/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 20,000 CHF | 18,000 CHF | 99.17% | 99.17% |
22/11/2024 | 37.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 21,961 CHF | 19,177 CHF | 99.17% | 99.17% |
20/11/2024 | 28.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 30,091 CHF | 24,054 CHF | 99.17% | 99.17% |
19/11/2024 | 27.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 31,558 CHF | 24,935 CHF | 99.16% | 99.16% |
18/11/2024 | 21.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 42,154 CHF | 31,292 CHF | 99.23% | 99.23% |
15/11/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 600,000 | 1,000,000 | 553,696 | 53,529 CHF | 34,994 CHF | 99.17% | 99.17% |
14/11/2024 | 16.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 529,210 | 57,186 CHF | 35,357 CHF | 99.15% | 99.15% |