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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.38% | 99.38% |
19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 246,224 | 20,000 CHF | 7,387 CHF | 99.38% | 99.38% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 226,008 | 20,000 CHF | 6,780 CHF | 99.38% | 99.38% |
15/11/2024 | 29.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,321 | 29,106 CHF | 7,831 CHF | 99.36% | 99.36% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 30,000 CHF | 8,000 CHF | 99.38% | 99.38% |
13/11/2024 | 29.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 29,524 CHF | 7,905 CHF | 99.38% | 99.38% |
12/11/2024 | 29.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 29,397 CHF | 7,879 CHF | 99.15% | 99.15% |
11/11/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 30,046 CHF | 8,009 CHF | 99.38% | 99.38% |
08/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 30,000 CHF | 8,000 CHF | 99.38% | 99.38% |
07/11/2024 | 22.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 200,000 | 1,000,000 | 176,556 | 39,136 CHF | 8,655 CHF | 96.22% | 96.22% |