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 | 39.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,382 CHF | 7,595 CHF | 97.93% | 97.93% |
22/11/2024 | 42.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,366 | 250,000 | 18,769 CHF | 7,229 CHF | 99.39% | 99.39% |
20/11/2024 | 32.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,057 | 250,000 | 26,237 CHF | 9,090 CHF | 99.38% | 99.38% |
19/11/2024 | 33.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,548 | 250,000 | 25,245 CHF | 8,860 CHF | 97.59% | 97.59% |
18/11/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,389 CHF | 10,097 CHF | 99.27% | 99.27% |
15/11/2024 | 27.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,722 | 250,000 | 31,925 CHF | 10,514 CHF | 99.38% | 99.38% |
14/11/2024 | 27.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,534 | 250,000 | 31,111 CHF | 10,308 CHF | 99.35% | 99.35% |
13/11/2024 | 33.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,423 | 250,000 | 25,086 CHF | 8,794 CHF | 99.39% | 99.39% |
12/11/2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,844 | 250,920 | 26,076 CHF | 9,125 CHF | 99.02% | 99.02% |
11/11/2024 | 17.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 978,183 | 474,367 | 49,600 CHF | 28,905 CHF | 99.27% | 99.27% |