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 | 23.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,110 CHF | 12,027 CHF | 99.80% | 99.80% |
19/11/2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,854 | 250,000 | 40,001 CHF | 12,572 CHF | 99.71% | 99.71% |
18/11/2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,965 CHF | 11,241 CHF | 99.69% | 99.69% |
15/11/2024 | 27.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,517 CHF | 10,379 CHF | 99.81% | 99.81% |
14/11/2024 | 24.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,961 CHF | 11,490 CHF | 99.80% | 99.80% |
13/11/2024 | 24.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,758 CHF | 11,690 CHF | 99.79% | 99.79% |
12/11/2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,379 | 250,000 | 39,198 CHF | 12,446 CHF | 99.49% | 99.49% |
11/11/2024 | 24.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,700 CHF | 11,425 CHF | 99.72% | 99.72% |
08/11/2024 | 25.08% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,882 CHF | 11,220 CHF | 99.80% | 99.80% |
07/11/2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,660 | 250,000 | 30,878 CHF | 10,244 CHF | 95.68% | 95.68% |