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 | 34.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 974,776 | 250,000 | 23,810 CHF | 8,616 CHF | 99.82% | 99.82% |
19/11/2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,234 CHF | 10,809 CHF | 99.85% | 99.85% |
18/11/2024 | 30.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,772 CHF | 9,693 CHF | 100.00% | 100.00% |
15/11/2024 | 30.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,408 CHF | 9,602 CHF | 100.00% | 100.00% |
14/11/2024 | 24.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,896 CHF | 11,474 CHF | 100.00% | 100.00% |
13/11/2024 | 32.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,150 | 250,170 | 27,827 CHF | 9,474 CHF | 99.97% | 99.97% |
12/11/2024 | 6.86% | 0.08 CHF | 0.09 CHF | 375,000 | 375,000 | 358,684 | 358,681 | 51,237 CHF | 54,823 CHF | 100.00% | 100.00% |
11/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,597 | 292,599 | 53,430 CHF | 56,356 CHF | 99.78% | 99.78% |
08/11/2024 | 6.49% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 351,901 | 351,902 | 52,473 CHF | 55,992 CHF | 100.00% | 100.00% |
07/11/2024 | 5.94% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 316,874 | 316,873 | 51,722 CHF | 54,890 CHF | 99.68% | 99.68% |