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 | 39.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,102 CHF | 7,525 CHF | 99.39% | 99.39% |
19/11/2024 | 45.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,358 | 250,000 | 16,954 CHF | 6,760 CHF | 99.25% | 99.25% |
18/11/2024 | 39.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,947 | 250,000 | 20,648 CHF | 7,682 CHF | 99.31% | 99.31% |
15/11/2024 | 33.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,967 CHF | 8,742 CHF | 99.38% | 99.38% |
14/11/2024 | 33.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,810 | 250,000 | 24,739 CHF | 8,730 CHF | 99.35% | 99.35% |
13/11/2024 | 39.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,235 | 250,000 | 20,083 CHF | 7,555 CHF | 99.38% | 99.38% |
12/11/2024 | 40.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,862 | 250,000 | 19,742 CHF | 7,466 CHF | 99.05% | 99.05% |
11/11/2024 | 39.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,446 | 250,000 | 20,638 CHF | 7,682 CHF | 99.22% | 99.22% |
08/11/2024 | 34.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,409 CHF | 8,602 CHF | 99.38% | 99.38% |
07/11/2024 | 37.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,362 | 250,000 | 21,397 CHF | 7,882 CHF | 99.27% | 99.27% |