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 | 49.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,054 | 250,000 | 15,002 CHF | 6,273 CHF | 99.37% | 99.37% |
19/11/2024 | 46.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,141 | 250,000 | 16,619 CHF | 6,669 CHF | 98.59% | 98.59% |
18/11/2024 | 31.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,519 CHF | 9,130 CHF | 99.26% | 99.26% |
15/11/2024 | 25.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,630 | 250,000 | 34,256 CHF | 11,111 CHF | 99.38% | 99.38% |
14/11/2024 | 26.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,323 | 250,000 | 33,365 CHF | 10,882 CHF | 99.35% | 99.35% |
13/11/2024 | 30.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,391 | 250,000 | 27,923 CHF | 9,509 CHF | 99.37% | 99.37% |
12/11/2024 | 20.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 960,078 | 346,218 | 43,791 CHF | 20,050 CHF | 99.05% | 99.05% |
11/11/2024 | 24.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,129 | 294,313 | 36,944 CHF | 14,576 CHF | 99.29% | 99.29% |
08/11/2024 | 38.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,719 | 250,000 | 21,347 CHF | 7,873 CHF | 99.38% | 99.38% |
07/11/2024 | 31.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,796 | 250,000 | 27,152 CHF | 9,319 CHF | 99.19% | 99.19% |