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 | 34.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,294 CHF | 8,574 CHF | 100.00% | 100.00% |
19/11/2024 | 37.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,703 | 250,000 | 21,939 CHF | 8,023 CHF | 98.03% | 98.03% |
18/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.82% | 99.82% |
15/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
14/11/2024 | 34.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,866 CHF | 8,466 CHF | 100.00% | 100.00% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
12/11/2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,964 | 250,000 | 19,714 CHF | 7,464 CHF | 99.60% | 99.60% |
11/11/2024 | 38.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,788 CHF | 7,697 CHF | 99.84% | 99.84% |
08/11/2024 | 38.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,848 CHF | 7,712 CHF | 100.00% | 100.00% |
07/11/2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,771 CHF | 9,693 CHF | 99.83% | 99.83% |