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 | 45.12% | 0.02 CHF | 0.03 CHF | 975,000 | 250,000 | 977,207 | 250,000 | 16,990 CHF | 6,859 CHF | 99.97% | 99.97% |
19/11/2024 | 42.20% | 0.02 CHF | 0.03 CHF | 775,000 | 250,000 | 746,790 | 250,000 | 13,838 CHF | 7,225 CHF | 99.81% | 99.81% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,528 | 250,000 | 14,888 CHF | 6,250 CHF | 99.90% | 99.90% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
14/11/2024 | 46.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 979,207 | 250,000 | 16,407 CHF | 6,706 CHF | 99.55% | 99.55% |
13/11/2024 | 41.09% | 0.02 CHF | 0.03 CHF | 450,000 | 250,000 | 612,107 | 250,000 | 11,698 CHF | 7,364 CHF | 99.95% | 99.95% |
12/11/2024 | 47.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 891,921 | 250,000 | 14,205 CHF | 6,588 CHF | 99.77% | 99.77% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 625,000 | 250,000 | 731,455 | 250,000 | 14,629 CHF | 7,500 CHF | 99.81% | 99.81% |
08/11/2024 | 35.68% | 0.02 CHF | 0.03 CHF | 475,000 | 250,000 | 473,836 | 250,000 | 10,799 CHF | 8,310 CHF | 99.82% | 99.82% |
07/11/2024 | 45.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 961,176 | 250,000 | 16,743 CHF | 6,874 CHF | 99.90% | 99.90% |