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 | 32.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,476 CHF | 8,869 CHF | 99.97% | 99.97% |
19/11/2024 | 29.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,433 CHF | 9,858 CHF | 99.81% | 99.81% |
18/11/2024 | 32.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,459 CHF | 8,865 CHF | 99.90% | 99.90% |
15/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
14/11/2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 976,821 | 250,000 | 24,435 CHF | 8,764 CHF | 99.56% | 99.56% |
13/11/2024 | 29.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,426 CHF | 9,856 CHF | 99.96% | 99.96% |
12/11/2024 | 32.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 976,581 | 250,000 | 25,124 CHF | 8,927 CHF | 99.77% | 99.77% |
11/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.81% | 99.81% |
08/11/2024 | 31.84% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,564 CHF | 9,141 CHF | 99.84% | 99.84% |
07/11/2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,127 CHF | 10,032 CHF | 99.90% | 99.90% |