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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,198 | 250,000 | 19,924 CHF | 7,500 CHF | 97.92% | 97.92% |
22/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.37% | 99.37% |
20/11/2024 | 32.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,810 | 250,000 | 25,491 CHF | 8,918 CHF | 99.38% | 99.38% |
19/11/2024 | 31.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 981,648 | 250,000 | 26,609 CHF | 9,290 CHF | 99.07% | 99.07% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,752 | 250,000 | 29,903 CHF | 10,000 CHF | 99.28% | 99.28% |
15/11/2024 | 28.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,662 | 250,000 | 29,509 CHF | 9,925 CHF | 99.37% | 99.37% |
14/11/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,039 | 250,000 | 29,804 CHF | 9,996 CHF | 99.35% | 99.35% |
13/11/2024 | 30.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,380 | 250,000 | 27,551 CHF | 9,429 CHF | 99.36% | 99.36% |
12/11/2024 | 30.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,695 | 250,000 | 27,622 CHF | 9,445 CHF | 99.07% | 99.07% |
11/11/2024 | 27.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,333 | 250,000 | 31,142 CHF | 10,318 CHF | 99.24% | 99.24% |