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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 32.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,627 | 250,000 | 25,439 CHF | 8,938 CHF | 100.00% | 100.00% |
22/11/2024 | 32.34% | 0.03 CHF | 0.04 CHF | 700,000 | 250,000 | 936,243 | 250,000 | 24,130 CHF | 9,011 CHF | 100.00% | 100.00% |
20/11/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 575,000 | 250,000 | 640,664 | 250,000 | 19,252 CHF | 10,012 CHF | 99.97% | 99.97% |
19/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 600,000 | 250,000 | 672,104 | 250,000 | 20,163 CHF | 10,000 CHF | 99.85% | 99.85% |
18/11/2024 | 27.35% | 0.03 CHF | 0.04 CHF | 625,000 | 250,000 | 483,681 | 250,000 | 15,132 CHF | 10,443 CHF | 99.90% | 99.90% |
15/11/2024 | 27.65% | 0.04 CHF | 0.05 CHF | 250,000 | 250,000 | 528,259 | 250,000 | 16,233 CHF | 10,363 CHF | 100.00% | 100.00% |
14/11/2024 | 26.80% | 0.03 CHF | 0.04 CHF | 675,000 | 250,000 | 517,058 | 250,000 | 16,512 CHF | 10,620 CHF | 99.66% | 99.66% |
13/11/2024 | 26.35% | 0.04 CHF | 0.05 CHF | 300,000 | 250,000 | 446,348 | 250,000 | 14,497 CHF | 10,788 CHF | 99.94% | 99.94% |
12/11/2024 | 25.76% | 0.04 CHF | 0.05 CHF | 375,000 | 250,000 | 440,815 | 250,000 | 14,881 CHF | 10,982 CHF | 99.81% | 99.81% |
11/11/2024 | 25.46% | 0.03 CHF | 0.04 CHF | 600,000 | 250,000 | 404,800 | 250,000 | 13,805 CHF | 11,091 CHF | 99.79% | 99.79% |