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 | 31.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,685 CHF | 9,171 CHF | 99.97% | 99.97% |
19/11/2024 | 32.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,904 CHF | 8,976 CHF | 99.80% | 99.80% |
18/11/2024 | 31.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,779 CHF | 9,195 CHF | 99.89% | 99.89% |
15/11/2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,254 CHF | 10,064 CHF | 100.00% | 100.00% |
14/11/2024 | 28.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,013 CHF | 10,003 CHF | 99.55% | 99.55% |
13/11/2024 | 20.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,700 | 43,819 CHF | 13,907 CHF | 99.95% | 99.95% |
12/11/2024 | 21.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,815 CHF | 12,704 CHF | 99.81% | 99.81% |
11/11/2024 | 26.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,309 CHF | 10,827 CHF | 99.81% | 99.81% |
08/11/2024 | 27.91% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,954 CHF | 10,239 CHF | 99.81% | 99.81% |
07/11/2024 | 32.37% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,009 CHF | 9,002 CHF | 99.90% | 99.90% |