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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,395 | 250,000 | 14,931 CHF | 6,250 CHF | 99.38% | 99.38% |
19/11/2024 | 51.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,384 | 250,000 | 14,519 CHF | 6,159 CHF | 97.13% | 97.13% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.24% | 99.24% |
15/11/2024 | 49.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,145 | 250,000 | 15,156 CHF | 6,304 CHF | 99.37% | 99.37% |
14/11/2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,773 | 250,000 | 19,931 CHF | 7,499 CHF | 99.38% | 99.38% |
13/11/2024 | 45.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,848 | 250,000 | 17,150 CHF | 6,803 CHF | 99.37% | 99.37% |
12/11/2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,056 | 250,000 | 20,302 CHF | 7,605 CHF | 99.05% | 99.05% |
11/11/2024 | 41.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,065 CHF | 7,266 CHF | 99.23% | 99.23% |
08/11/2024 | 40.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,898 | 250,000 | 19,834 CHF | 7,489 CHF | 99.38% | 99.38% |
07/11/2024 | 38.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,909 CHF | 7,727 CHF | 99.27% | 99.27% |