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 | 27.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,548 | 250,000 | 30,495 CHF | 10,225 CHF | 98.83% | 98.83% |
19/11/2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 999,685 | 250,000 | 29,335 CHF | 9,836 CHF | 99.24% | 99.24% |
18/11/2024 | 29.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,381 | 257,766 | 29,276 CHF | 10,395 CHF | 97.88% | 97.88% |
15/11/2024 | 35.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,649 CHF | 8,412 CHF | 99.34% | 99.34% |
14/11/2024 | 29.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 999,971 | 250,000 | 28,834 CHF | 9,709 CHF | 98.55% | 98.55% |
13/11/2024 | 35.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 892,587 | 223,158 | 20,809 CHF | 7,434 CHF | 98.61% | 98.61% |
12/11/2024 | 24.47% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 18,055 CHF | 5,764 CHF | 99.16% | 99.16% |
11/11/2024 | 39.58% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 491,908 | 125,000 | 9,996 CHF | 3,789 CHF | 99.22% | 99.22% |
08/11/2024 | 29.59% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 14,470 CHF | 4,867 CHF | 99.21% | 99.21% |
07/11/2024 | 29.15% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 499,990 | 125,000 | 14,753 CHF | 4,938 CHF | 99.08% | 99.08% |