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 | 33.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,986 CHF | 8,747 CHF | 100.00% | 100.00% |
19/11/2024 | 39.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,445 CHF | 7,611 CHF | 99.90% | 99.90% |
18/11/2024 | 33.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,715 CHF | 8,679 CHF | 99.91% | 99.91% |
15/11/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,999 CHF | 8,750 CHF | 100.00% | 100.00% |
14/11/2024 | 29.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,613 CHF | 9,653 CHF | 100.00% | 100.00% |
13/11/2024 | 30.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,610 CHF | 9,403 CHF | 100.00% | 100.00% |
12/11/2024 | 25.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,127 | 250,000 | 33,605 CHF | 10,953 CHF | 99.69% | 99.69% |
11/11/2024 | 23.05% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,518 CHF | 12,130 CHF | 99.85% | 99.85% |
08/11/2024 | 27.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,177 CHF | 10,544 CHF | 100.00% | 100.00% |
07/11/2024 | 24.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,942 CHF | 11,486 CHF | 99.90% | 99.90% |