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 | 35.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,809 | 250,000 | 23,564 CHF | 8,436 CHF | 99.38% | 99.38% |
19/11/2024 | 34.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,274 | 250,000 | 24,224 CHF | 8,586 CHF | 99.25% | 99.25% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,881 | 250,000 | 19,938 CHF | 7,500 CHF | 99.29% | 99.29% |
15/11/2024 | 37.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,662 | 250,000 | 22,050 CHF | 8,045 CHF | 99.37% | 99.37% |
14/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,058 | 250,000 | 24,851 CHF | 8,750 CHF | 99.34% | 99.34% |
13/11/2024 | 32.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,186 | 250,000 | 25,222 CHF | 8,842 CHF | 99.39% | 99.39% |
12/11/2024 | 33.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,643 | 250,000 | 25,152 CHF | 8,822 CHF | 99.08% | 99.08% |
11/11/2024 | 38.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,331 | 250,000 | 21,346 CHF | 7,855 CHF | 99.22% | 99.22% |
08/11/2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,437 CHF | 10,109 CHF | 99.39% | 99.39% |
07/11/2024 | 27.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,270 | 254,233 | 31,952 CHF | 10,783 CHF | 99.23% | 99.23% |