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 | 38.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,441 | 250,000 | 20,865 CHF | 7,793 CHF | 99.05% | 99.05% |
19/11/2024 | 37.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 976,108 | 250,000 | 21,467 CHF | 7,987 CHF | 98.93% | 98.93% |
18/11/2024 | 34.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,414 CHF | 8,603 CHF | 99.07% | 99.07% |
15/11/2024 | 39.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,532 | 250,000 | 20,186 CHF | 7,594 CHF | 98.66% | 98.66% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 981,209 | 250,000 | 19,624 CHF | 7,500 CHF | 99.45% | 99.45% |
13/11/2024 | 39.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 872,560 | 222,399 | 17,573 CHF | 6,703 CHF | 99.28% | 99.28% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 489,120 | 125,000 | 9,782 CHF | 3,750 CHF | 98.87% | 98.87% |
11/11/2024 | 37.58% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 10,921 CHF | 3,980 CHF | 99.08% | 99.08% |
08/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 12,500 CHF | 4,375 CHF | 99.23% | 99.23% |
07/11/2024 | 31.93% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 493,409 | 125,000 | 13,071 CHF | 4,559 CHF | 98.68% | 98.68% |