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 | 62.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,112 | 250,000 | 11,316 CHF | 5,346 CHF | 99.39% | 99.39% |
19/11/2024 | 51.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 981,149 | 250,000 | 14,320 CHF | 6,151 CHF | 99.26% | 99.26% |
18/11/2024 | 50.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,965 CHF | 6,241 CHF | 99.23% | 99.23% |
15/11/2024 | 45.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,036 | 250,000 | 17,204 CHF | 6,831 CHF | 99.37% | 99.37% |
14/11/2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,460 | 250,000 | 14,930 CHF | 6,253 CHF | 99.35% | 99.35% |
13/11/2024 | 46.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,760 | 250,000 | 16,645 CHF | 6,681 CHF | 99.36% | 99.36% |
12/11/2024 | 40.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,166 | 250,000 | 20,116 CHF | 7,553 CHF | 99.05% | 99.05% |
11/11/2024 | 29.00% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,703 | 250,000 | 29,497 CHF | 9,899 CHF | 99.29% | 99.29% |
08/11/2024 | 28.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,755 CHF | 9,939 CHF | 99.37% | 99.37% |
07/11/2024 | 35.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,919 | 250,000 | 23,655 CHF | 8,439 CHF | 99.20% | 99.20% |