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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 27.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,780 CHF | 10,445 CHF | 98.57% | 98.57% |
22/11/2024 | 21.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,069 CHF | 12,767 CHF | 100.00% | 100.00% |
20/11/2024 | 21.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,839 CHF | 12,710 CHF | 100.00% | 100.00% |
19/11/2024 | 22.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,874 CHF | 12,219 CHF | 99.89% | 99.89% |
18/11/2024 | 21.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,367 CHF | 12,842 CHF | 99.88% | 99.88% |
15/11/2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,034 CHF | 12,509 CHF | 100.00% | 100.00% |
14/11/2024 | 25.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,911 CHF | 11,228 CHF | 100.00% | 100.00% |
13/11/2024 | 25.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,035 CHF | 11,009 CHF | 100.00% | 100.00% |
12/11/2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,090 | 250,000 | 35,027 CHF | 11,325 CHF | 99.71% | 99.71% |
11/11/2024 | 22.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,062 CHF | 12,266 CHF | 99.86% | 99.86% |