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 | 28.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,679 CHF | 9,920 CHF | 99.39% | 99.39% |
19/11/2024 | 22.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,316 | 250,000 | 40,460 CHF | 12,672 CHF | 99.28% | 99.28% |
18/11/2024 | 28.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,939 | 250,000 | 30,048 CHF | 10,042 CHF | 99.30% | 99.30% |
15/11/2024 | 31.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,108 CHF | 9,277 CHF | 99.39% | 99.39% |
14/11/2024 | 28.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,693 | 250,000 | 29,972 CHF | 10,048 CHF | 99.37% | 99.37% |
13/11/2024 | 24.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,150 | 250,000 | 35,808 CHF | 11,512 CHF | 99.39% | 99.39% |
12/11/2024 | 22.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,850 | 250,000 | 38,772 CHF | 12,255 CHF | 99.05% | 99.05% |
11/11/2024 | 22.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,408 | 250,000 | 39,076 CHF | 12,315 CHF | 99.23% | 99.23% |
08/11/2024 | 24.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,170 | 35,787 CHF | 11,788 CHF | 99.38% | 99.38% |
07/11/2024 | 18.31% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 987,115 | 452,644 | 49,070 CHF | 27,193 CHF | 99.28% | 99.28% |