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 | 49.07% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 949,703 | 250,000 | 14,563 CHF | 6,366 CHF | 97.86% | 97.86% |
19/11/2024 | 41.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,908 | 250,000 | 19,094 CHF | 7,315 CHF | 99.32% | 99.32% |
18/11/2024 | 49.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,122 | 250,000 | 15,164 CHF | 6,302 CHF | 98.78% | 98.78% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,001 CHF | 6,250 CHF | 100.00% | 100.00% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,063 | 250,000 | 14,925 CHF | 6,250 CHF | 98.26% | 98.26% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,001 CHF | 6,250 CHF | 99.60% | 99.60% |
12/11/2024 | 50.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,920 CHF | 6,230 CHF | 100.00% | 100.00% |
11/11/2024 | 65.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 984,252 | 250,000 | 10,061 CHF | 5,074 CHF | 100.00% | 100.00% |
08/11/2024 | 49.85% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 973,615 | 250,000 | 14,679 CHF | 6,269 CHF | 84.81% | 84.81% |
07/11/2024 | 49.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,220 CHF | 6,305 CHF | 100.00% | 100.00% |