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 | 39.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,691 | 250,000 | 20,328 CHF | 7,619 CHF | 99.39% | 99.39% |
19/11/2024 | 37.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,223 | 250,000 | 21,837 CHF | 7,983 CHF | 99.26% | 99.26% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,763 | 250,000 | 19,935 CHF | 7,500 CHF | 99.29% | 99.29% |
15/11/2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,557 | 250,000 | 19,743 CHF | 7,468 CHF | 99.38% | 99.38% |
14/11/2024 | 47.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,839 | 250,000 | 16,075 CHF | 6,542 CHF | 99.37% | 99.37% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,224 | 250,000 | 14,913 CHF | 6,250 CHF | 99.38% | 99.38% |
12/11/2024 | 52.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,702 | 250,000 | 14,132 CHF | 6,053 CHF | 99.07% | 99.07% |
11/11/2024 | 61.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,311 | 250,000 | 11,418 CHF | 5,364 CHF | 99.22% | 99.22% |
08/11/2024 | 49.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,030 CHF | 6,258 CHF | 99.39% | 99.39% |
07/11/2024 | 36.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,355 | 250,000 | 22,614 CHF | 8,182 CHF | 99.28% | 99.28% |