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 | 39.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,472 | 250,000 | 19,967 CHF | 7,529 CHF | 98.85% | 98.85% |
19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 977,113 | 250,000 | 19,542 CHF | 7,500 CHF | 98.75% | 98.75% |
18/11/2024 | 40.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,899 CHF | 7,475 CHF | 99.13% | 99.13% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.40% | 99.40% |
14/11/2024 | 48.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,137 | 250,000 | 15,815 CHF | 6,494 CHF | 98.47% | 98.47% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 884,383 | 222,151 | 17,690 CHF | 6,665 CHF | 99.00% | 99.00% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 490,290 | 125,000 | 9,806 CHF | 3,750 CHF | 98.45% | 98.45% |
11/11/2024 | 41.22% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 492,489 | 125,000 | 9,561 CHF | 3,674 CHF | 99.35% | 99.35% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 10,000 CHF | 3,750 CHF | 99.43% | 99.43% |
07/11/2024 | 40.42% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 493,388 | 125,000 | 9,776 CHF | 3,724 CHF | 99.25% | 99.25% |