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 | 28.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,393 CHF | 10,098 CHF | 99.83% | 99.83% |
19/11/2024 | 27.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,156 CHF | 10,289 CHF | 99.80% | 99.80% |
18/11/2024 | 30.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,327 CHF | 9,582 CHF | 100.00% | 100.00% |
15/11/2024 | 32.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,139 CHF | 9,035 CHF | 100.00% | 100.00% |
14/11/2024 | 30.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,732 CHF | 9,433 CHF | 100.00% | 100.00% |
13/11/2024 | 25.90% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,739 CHF | 10,935 CHF | 99.95% | 99.95% |
12/11/2024 | 27.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,945 CHF | 10,486 CHF | 100.00% | 100.00% |
11/11/2024 | 33.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,009 CHF | 8,752 CHF | 99.78% | 99.78% |
08/11/2024 | 30.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,945 CHF | 9,486 CHF | 100.00% | 100.00% |
07/11/2024 | 34.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,435 CHF | 8,609 CHF | 99.69% | 99.69% |