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 | 48.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 991,791 | 250,000 | 15,621 CHF | 6,436 CHF | 99.11% | 99.11% |
19/11/2024 | 43.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,143 | 250,000 | 17,983 CHF | 7,057 CHF | 98.84% | 98.84% |
18/11/2024 | 44.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,737 CHF | 6,934 CHF | 99.35% | 99.35% |
15/11/2024 | 47.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,860 | 250,000 | 15,979 CHF | 6,506 CHF | 99.35% | 99.35% |
14/11/2024 | 49.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,374 | 250,000 | 14,972 CHF | 6,302 CHF | 99.23% | 99.23% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 877,295 | 222,220 | 13,159 CHF | 5,556 CHF | 98.89% | 98.89% |
12/11/2024 | 48.35% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 488,672 | 125,000 | 7,742 CHF | 3,228 CHF | 98.97% | 98.97% |
11/11/2024 | 49.39% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 7,654 CHF | 3,163 CHF | 99.24% | 99.24% |
08/11/2024 | 34.05% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 12,230 CHF | 4,307 CHF | 99.32% | 99.32% |
07/11/2024 | 30.96% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 492,650 | 125,000 | 13,564 CHF | 4,687 CHF | 99.26% | 99.26% |