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 | 40.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,005 CHF | 7,501 CHF | 100.00% | 100.00% |
19/11/2024 | 39.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,626 CHF | 7,657 CHF | 99.90% | 99.90% |
18/11/2024 | 31.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,394 CHF | 9,349 CHF | 99.92% | 99.92% |
15/11/2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,314 CHF | 11,328 CHF | 100.00% | 100.00% |
14/11/2024 | 25.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,097 CHF | 11,274 CHF | 100.00% | 100.00% |
13/11/2024 | 31.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,611 CHF | 9,153 CHF | 100.00% | 100.00% |
12/11/2024 | 28.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,573 CHF | 10,143 CHF | 99.67% | 99.67% |
11/11/2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 957,352 | 443,225 | 49,758 CHF | 27,734 CHF | 99.89% | 99.89% |
08/11/2024 | 16.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 884,631 | 451,867 | 50,241 CHF | 30,333 CHF | 100.00% | 100.00% |
07/11/2024 | 10.60% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 576,003 | 373,953 | 51,427 CHF | 38,207 CHF | 99.88% | 99.88% |