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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,739 | 250,000 | 19,995 CHF | 7,500 CHF | 99.95% | 99.95% |
19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.81% | 99.81% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.95% | 99.95% |
15/11/2024 | 36.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 879,314 | 250,000 | 19,897 CHF | 8,218 CHF | 100.00% | 100.00% |
14/11/2024 | 33.51% | 0.03 CHF | 0.04 CHF | 675,000 | 250,000 | 720,254 | 250,000 | 17,725 CHF | 8,779 CHF | 99.60% | 99.60% |
13/11/2024 | 25.68% | 0.03 CHF | 0.04 CHF | 450,000 | 250,000 | 388,019 | 250,000 | 13,159 CHF | 11,013 CHF | 99.95% | 99.95% |
12/11/2024 | 18.74% | 0.05 CHF | 0.06 CHF | 250,000 | 250,000 | 242,214 | 237,104 | 11,703 CHF | 13,846 CHF | 99.82% | 99.82% |
11/11/2024 | 13.41% | 0.07 CHF | 0.08 CHF | 175,000 | 175,000 | 162,764 | 162,770 | 11,326 CHF | 12,954 CHF | 99.81% | 99.81% |
08/11/2024 | 10.87% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 130,961 | 130,962 | 11,418 CHF | 12,728 CHF | 99.83% | 99.83% |
07/11/2024 | 5.95% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 83,549 | 83,550 | 13,835 CHF | 14,670 CHF | 99.89% | 99.89% |