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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,545 | 250,000 | 14,933 CHF | 6,250 CHF | 97.84% | 97.84% |
22/11/2024 | 45.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,302 CHF | 6,826 CHF | 99.36% | 99.36% |
20/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.38% | 99.38% |
19/11/2024 | 29.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,765 | 250,000 | 28,459 CHF | 9,661 CHF | 99.28% | 99.28% |
18/11/2024 | 31.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,646 | 250,000 | 26,446 CHF | 9,139 CHF | 99.28% | 99.28% |
15/11/2024 | 35.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,012 CHF | 8,253 CHF | 99.39% | 99.39% |
14/11/2024 | 36.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,260 CHF | 8,065 CHF | 99.35% | 99.35% |
13/11/2024 | 37.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,979 | 250,000 | 21,877 CHF | 8,006 CHF | 99.36% | 99.36% |
12/11/2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,426 | 250,000 | 19,929 CHF | 7,515 CHF | 99.06% | 99.06% |
11/11/2024 | 40.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,142 | 250,000 | 19,884 CHF | 7,495 CHF | 99.27% | 99.27% |