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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.17% | 99.17% |
19/11/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,063 CHF | 20,032 CHF | 99.16% | 99.16% |
18/11/2024 | 26.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,917 CHF | 21,459 CHF | 99.23% | 99.23% |
15/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.17% | 99.17% |
14/11/2024 | 23.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,329 CHF | 23,665 CHF | 99.15% | 99.15% |
13/11/2024 | 26.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,664 CHF | 21,832 CHF | 99.17% | 99.17% |
12/11/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,969 CHF | 24,985 CHF | 99.16% | 99.16% |
11/11/2024 | 15.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,094 | 59,017 CHF | 28,918 CHF | 99.17% | 99.17% |
08/11/2024 | 14.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 987,812 | 400,530 | 62,982 CHF | 29,329 CHF | 99.17% | 99.17% |
07/11/2024 | 7.47% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 643,781 | 214,594 | 82,846 CHF | 29,761 CHF | 98.26% | 98.26% |