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 | 29.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,309 CHF | 9,827 CHF | 97.92% | 97.92% |
19/11/2024 | 33.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,994 | 250,000 | 24,487 CHF | 8,708 CHF | 99.12% | 99.12% |
18/11/2024 | 25.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,578 CHF | 11,144 CHF | 99.94% | 99.94% |
15/11/2024 | 18.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 975,568 | 405,406 | 48,053 CHF | 24,401 CHF | 97.76% | 97.76% |
14/11/2024 | 18.62% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 948,419 | 367,712 | 46,951 CHF | 22,669 CHF | 100.00% | 100.00% |
13/11/2024 | 29.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,257 CHF | 9,814 CHF | 100.00% | 100.00% |
12/11/2024 | 18.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 968,760 | 433,499 | 47,237 CHF | 26,023 CHF | 99.99% | 99.99% |
11/11/2024 | 12.31% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 665,242 | 344,601 | 50,687 CHF | 29,700 CHF | 100.00% | 100.00% |
08/11/2024 | 15.69% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 853,334 | 434,925 | 50,014 CHF | 29,856 CHF | 98.38% | 98.38% |
07/11/2024 | 12.77% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 687,567 | 355,435 | 50,475 CHF | 29,619 CHF | 94.34% | 94.34% |