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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 28.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,739 CHF | 10,185 CHF | 100.00% | 100.00% |
20/11/2024 | 25.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,037 CHF | 11,009 CHF | 100.00% | 100.00% |
19/11/2024 | 31.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,929 CHF | 9,232 CHF | 99.90% | 99.90% |
18/11/2024 | 29.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,099 CHF | 9,775 CHF | 99.90% | 99.90% |
15/11/2024 | 26.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,444 CHF | 10,861 CHF | 100.00% | 100.00% |
14/11/2024 | 28.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,749 CHF | 10,187 CHF | 100.00% | 100.00% |
13/11/2024 | 29.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,692 CHF | 9,673 CHF | 100.00% | 100.00% |
12/11/2024 | 25.37% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,787 | 250,000 | 34,336 CHF | 11,141 CHF | 99.69% | 99.69% |
11/11/2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 996,087 | 421,183 | 48,560 CHF | 24,992 CHF | 99.87% | 99.87% |
08/11/2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,702 | 424,992 | 48,564 CHF | 25,280 CHF | 100.00% | 100.00% |