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 | 23.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,785 CHF | 11,946 CHF | 100.00% | 100.00% |
19/11/2024 | 20.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 260,423 | 43,211 CHF | 13,916 CHF | 99.91% | 99.91% |
18/11/2024 | 23.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,699 CHF | 11,925 CHF | 99.90% | 99.90% |
15/11/2024 | 26.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,368 CHF | 10,842 CHF | 100.00% | 100.00% |
14/11/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,979 CHF | 9,995 CHF | 100.00% | 100.00% |
13/11/2024 | 25.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,609 CHF | 11,152 CHF | 100.00% | 100.00% |
12/11/2024 | 31.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,030 | 250,000 | 26,599 CHF | 9,194 CHF | 99.71% | 99.71% |
11/11/2024 | 32.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,579 CHF | 8,895 CHF | 99.90% | 99.90% |
08/11/2024 | 31.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 998,794 | 250,000 | 26,801 CHF | 9,208 CHF | 100.00% | 100.00% |
07/11/2024 | 27.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,682 | 254,690 | 32,291 CHF | 11,040 CHF | 84.13% | 84.13% |