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 | 39.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,077 CHF | 7,519 CHF | 100.00% | 100.00% |
19/11/2024 | 43.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,348 CHF | 7,087 CHF | 99.90% | 99.90% |
18/11/2024 | 45.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,213 CHF | 6,803 CHF | 99.90% | 99.90% |
15/11/2024 | 40.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,540 CHF | 7,385 CHF | 100.00% | 100.00% |
14/11/2024 | 40.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,978 CHF | 7,495 CHF | 100.00% | 100.00% |
13/11/2024 | 42.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,770 CHF | 7,192 CHF | 100.00% | 100.00% |
12/11/2024 | 32.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,192 | 250,000 | 25,382 CHF | 8,896 CHF | 99.66% | 99.66% |
11/11/2024 | 28.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,768 CHF | 10,192 CHF | 99.84% | 99.84% |
08/11/2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,454 CHF | 10,864 CHF | 100.00% | 100.00% |
07/11/2024 | 21.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,683 CHF | 12,921 CHF | 99.84% | 99.84% |