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 | 34.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,363 CHF | 8,591 CHF | 99.80% | 99.80% |
19/11/2024 | 38.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,380 CHF | 7,845 CHF | 99.72% | 99.72% |
18/11/2024 | 29.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,742 CHF | 9,685 CHF | 99.71% | 99.71% |
15/11/2024 | 25.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,794 CHF | 10,949 CHF | 99.80% | 99.80% |
14/11/2024 | 23.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,323 CHF | 12,081 CHF | 99.80% | 99.80% |
13/11/2024 | 34.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,017 CHF | 8,504 CHF | 99.81% | 99.81% |
12/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.50% | 99.50% |
11/11/2024 | 45.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,471 CHF | 6,868 CHF | 99.71% | 99.71% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.81% | 99.81% |
07/11/2024 | 53.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,838 | 250,000 | 13,861 CHF | 5,988 CHF | 95.69% | 95.69% |