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 | 33.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,060 CHF | 8,765 CHF | 100.00% | 100.00% |
19/11/2024 | 33.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,110 CHF | 8,778 CHF | 99.91% | 99.91% |
18/11/2024 | 29.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,088 CHF | 9,772 CHF | 99.92% | 99.92% |
15/11/2024 | 27.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,655 CHF | 10,414 CHF | 100.00% | 100.00% |
14/11/2024 | 26.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,936 CHF | 10,734 CHF | 100.00% | 100.00% |
13/11/2024 | 32.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,877 CHF | 8,969 CHF | 100.00% | 100.00% |
12/11/2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,359 CHF | 9,840 CHF | 99.67% | 99.67% |
11/11/2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,720 CHF | 12,430 CHF | 99.89% | 99.89% |
08/11/2024 | 21.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,338 | 275,732 | 41,598 CHF | 14,503 CHF | 100.00% | 100.00% |
07/11/2024 | 16.36% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 892,640 | 427,285 | 50,260 CHF | 28,655 CHF | 99.90% | 99.90% |