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 | 38.71% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 949,703 | 250,000 | 19,722 CHF | 7,745 CHF | 97.86% | 97.86% |
19/11/2024 | 30.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,104 | 250,000 | 27,560 CHF | 9,445 CHF | 99.29% | 99.29% |
18/11/2024 | 36.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,031 | 250,000 | 22,771 CHF | 8,211 CHF | 98.77% | 98.77% |
15/11/2024 | 39.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,605 CHF | 7,651 CHF | 100.00% | 100.00% |
14/11/2024 | 45.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,011 | 250,000 | 17,402 CHF | 6,875 CHF | 98.26% | 98.26% |
13/11/2024 | 39.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,454 CHF | 7,613 CHF | 99.60% | 99.60% |
12/11/2024 | 48.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,574 CHF | 6,393 CHF | 100.00% | 100.00% |
11/11/2024 | 57.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 983,978 | 250,000 | 12,572 CHF | 5,703 CHF | 100.00% | 100.00% |
08/11/2024 | 43.28% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 973,584 | 250,000 | 17,835 CHF | 7,090 CHF | 84.82% | 84.82% |
07/11/2024 | 46.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,611 CHF | 6,653 CHF | 100.00% | 100.00% |