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 | 39.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,149 | 250,000 | 20,441 CHF | 7,635 CHF | 99.38% | 99.38% |
19/11/2024 | 40.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,791 CHF | 7,448 CHF | 99.26% | 99.26% |
18/11/2024 | 32.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,180 CHF | 9,045 CHF | 99.30% | 99.30% |
15/11/2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,899 | 250,000 | 29,335 CHF | 9,865 CHF | 99.37% | 99.37% |
14/11/2024 | 33.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,527 | 250,000 | 24,476 CHF | 8,641 CHF | 99.37% | 99.37% |
13/11/2024 | 32.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,688 | 250,000 | 26,116 CHF | 9,050 CHF | 99.36% | 99.36% |
12/11/2024 | 26.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,870 | 250,777 | 32,365 CHF | 10,706 CHF | 99.04% | 99.04% |
11/11/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 929,658 | 474,356 | 50,674 CHF | 30,602 CHF | 99.24% | 99.24% |
08/11/2024 | 21.03% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 984,313 | 289,664 | 42,264 CHF | 15,753 CHF | 99.39% | 99.39% |
07/11/2024 | 12.72% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 694,943 | 353,814 | 51,088 CHF | 29,544 CHF | 99.22% | 99.22% |