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 | 28.52% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,073 CHF | 20,037 CHF | 98.89% | 98.89% |
19/11/2024 | 24.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,993 CHF | 22,996 CHF | 98.54% | 98.54% |
18/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,998 CHF | 24,999 CHF | 97.68% | 97.68% |
15/11/2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,731 CHF | 24,866 CHF | 97.97% | 97.97% |
14/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 97.27% | 97.27% |
13/11/2024 | 17.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,779 CHF | 31,390 CHF | 98.89% | 98.89% |
12/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 93.90% | 93.90% |
11/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.83% | 98.83% |
08/11/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,977 CHF | 19,988 CHF | 92.61% | 92.61% |
07/11/2024 | 28.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,988 CHF | 19,994 CHF | 97.61% | 97.61% |