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 | 33.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,208 | 250,000 | 24,793 CHF | 8,741 CHF | 99.38% | 99.38% |
19/11/2024 | 32.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 981,252 | 250,000 | 24,955 CHF | 8,856 CHF | 99.25% | 99.25% |
18/11/2024 | 31.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,677 CHF | 9,169 CHF | 99.27% | 99.27% |
15/11/2024 | 32.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,027 | 250,000 | 25,348 CHF | 8,874 CHF | 99.37% | 99.37% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,421 | 250,000 | 29,833 CHF | 10,000 CHF | 99.35% | 99.35% |
13/11/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,691 | 250,000 | 29,922 CHF | 10,020 CHF | 99.37% | 99.37% |
12/11/2024 | 28.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,947 | 250,000 | 29,693 CHF | 9,961 CHF | 99.06% | 99.06% |
11/11/2024 | 33.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,689 | 250,000 | 24,804 CHF | 8,718 CHF | 99.29% | 99.29% |
08/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.37% | 99.37% |
07/11/2024 | 29.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,000 | 250,000 | 28,565 CHF | 9,679 CHF | 99.22% | 99.22% |