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 | 90.76% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,254 | 262,968 | 14,101 CHF | 9,626 CHF | 96.61% | 96.61% |
19/11/2024 | 55.03% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 999,998 | 250,000 | 27,384 CHF | 11,846 CHF | 98.59% | 98.59% |
18/11/2024 | 80.24% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 983,180 | 250,000 | 14,778 CHF | 8,762 CHF | 99.34% | 99.34% |
15/11/2024 | 68.94% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,367 CHF | 9,842 CHF | 99.43% | 99.43% |
14/11/2024 | 68.17% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,503 | 250,000 | 19,421 CHF | 9,888 CHF | 98.73% | 98.73% |
13/11/2024 | 124.45% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 893,038 | 223,260 | 7,680 CHF | 6,487 CHF | 99.34% | 99.34% |
12/11/2024 | 52.59% | 0.02 CHF | 0.04 CHF | 500,000 | 125,000 | 497,091 | 125,000 | 14,148 CHF | 6,059 CHF | 98.85% | 98.85% |
11/11/2024 | 49.19% | 0.03 CHF | 0.05 CHF | 500,000 | 125,000 | 487,498 | 125,000 | 15,022 CHF | 6,346 CHF | 99.38% | 99.38% |
08/11/2024 | 49.25% | 0.03 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 15,337 CHF | 6,334 CHF | 99.26% | 99.26% |
07/11/2024 | 47.09% | 0.03 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 16,310 CHF | 6,578 CHF | 99.31% | 99.31% |