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 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 99.80% | 99.80% |
19/11/2024 | 25.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,814 | 250,000 | 34,297 CHF | 11,137 CHF | 99.72% | 99.72% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.70% | 99.70% |
15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.80% | 99.80% |
14/11/2024 | 28.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,524 CHF | 10,131 CHF | 99.81% | 99.81% |
13/11/2024 | 27.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,809 CHF | 10,452 CHF | 99.80% | 99.80% |
12/11/2024 | 25.03% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,421 | 250,000 | 34,454 CHF | 11,241 CHF | 99.49% | 99.49% |
11/11/2024 | 27.10% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,059 CHF | 10,515 CHF | 99.71% | 99.71% |
08/11/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,214 CHF | 10,053 CHF | 99.80% | 99.80% |
07/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,723 | 250,000 | 29,902 CHF | 10,000 CHF | 95.67% | 95.67% |