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 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
19/11/2024 | 35.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,477 CHF | 8,369 CHF | 99.90% | 99.90% |
18/11/2024 | 37.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,242 CHF | 8,061 CHF | 99.90% | 99.90% |
15/11/2024 | 33.37% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,975 CHF | 8,744 CHF | 100.00% | 100.00% |
14/11/2024 | 29.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,972 CHF | 9,743 CHF | 99.98% | 99.98% |
13/11/2024 | 23.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,000 CHF | 11,750 CHF | 100.00% | 100.00% |
12/11/2024 | 28.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,002 CHF | 10,001 CHF | 99.69% | 99.69% |
11/11/2024 | 33.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,171 CHF | 8,793 CHF | 99.88% | 99.88% |
08/11/2024 | 29.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,987 CHF | 9,747 CHF | 100.00% | 100.00% |
07/11/2024 | 30.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,530 CHF | 9,382 CHF | 99.88% | 99.88% |