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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,834 | 250,000 | 19,897 CHF | 7,500 CHF | 99.37% | 99.37% |
19/11/2024 | 49.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,375 CHF | 6,344 CHF | 99.28% | 99.28% |
18/11/2024 | 39.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,740 CHF | 7,685 CHF | 99.30% | 99.30% |
15/11/2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,243 | 250,000 | 29,448 CHF | 9,898 CHF | 99.39% | 99.39% |
14/11/2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,144 | 250,000 | 25,063 CHF | 8,790 CHF | 99.35% | 99.35% |
13/11/2024 | 30.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,082 | 250,000 | 28,348 CHF | 9,616 CHF | 99.38% | 99.38% |
12/11/2024 | 32.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,630 | 250,000 | 25,128 CHF | 8,847 CHF | 99.08% | 99.08% |
11/11/2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,583 CHF | 10,146 CHF | 99.31% | 99.31% |
08/11/2024 | 39.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,228 | 250,000 | 20,620 CHF | 7,688 CHF | 99.39% | 99.39% |
07/11/2024 | 28.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,442 | 250,000 | 30,153 CHF | 10,070 CHF | 99.27% | 99.27% |