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 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 97.93% | 97.93% |
22/11/2024 | 26.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,489 | 250,000 | 32,526 CHF | 10,688 CHF | 99.37% | 99.37% |
20/11/2024 | 24.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,945 | 250,000 | 34,855 CHF | 11,258 CHF | 99.39% | 99.39% |
19/11/2024 | 25.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,546 | 250,000 | 34,676 CHF | 11,226 CHF | 97.58% | 97.58% |
18/11/2024 | 24.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,421 CHF | 11,355 CHF | 99.29% | 99.29% |
15/11/2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,663 | 250,000 | 34,827 CHF | 11,245 CHF | 99.39% | 99.39% |
14/11/2024 | 24.97% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,564 | 250,000 | 34,929 CHF | 11,262 CHF | 99.35% | 99.35% |
13/11/2024 | 27.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,481 | 250,000 | 31,892 CHF | 10,499 CHF | 99.38% | 99.38% |
12/11/2024 | 27.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,724 | 250,000 | 30,587 CHF | 10,221 CHF | 99.03% | 99.03% |
11/11/2024 | 23.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,398 CHF | 12,100 CHF | 99.27% | 99.27% |