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 | 49.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,470 CHF | 6,368 CHF | 99.22% | 99.22% |
19/11/2024 | 45.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,621 | 250,000 | 17,084 CHF | 6,803 CHF | 99.03% | 99.03% |
18/11/2024 | 49.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,695 | 250,000 | 14,793 CHF | 6,256 CHF | 99.30% | 99.30% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.41% | 99.41% |
14/11/2024 | 49.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,821 | 250,000 | 15,228 CHF | 6,326 CHF | 98.58% | 98.58% |
13/11/2024 | 49.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 893,517 | 223,379 | 13,507 CHF | 5,610 CHF | 99.46% | 99.46% |
12/11/2024 | 47.08% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 8,229 CHF | 3,307 CHF | 99.16% | 99.16% |
11/11/2024 | 47.80% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 492,642 | 125,000 | 7,925 CHF | 3,263 CHF | 99.33% | 99.33% |
08/11/2024 | 33.81% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 12,320 CHF | 4,330 CHF | 99.33% | 99.33% |
07/11/2024 | 33.80% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 499,892 | 125,000 | 12,322 CHF | 4,331 CHF | 99.03% | 99.03% |