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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,002 CHF | 10,001 CHF | 100.00% | 100.00% |
19/11/2024 | 28.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,626 | 250,000 | 29,604 CHF | 10,002 CHF | 99.68% | 99.68% |
18/11/2024 | 26.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,562 CHF | 10,640 CHF | 99.89% | 99.89% |
15/11/2024 | 25.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,495 CHF | 11,124 CHF | 100.00% | 100.00% |
14/11/2024 | 26.90% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,344 CHF | 10,586 CHF | 100.00% | 100.00% |
13/11/2024 | 28.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,570 CHF | 9,892 CHF | 100.00% | 100.00% |
12/11/2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,129 CHF | 10,032 CHF | 99.66% | 99.66% |
11/11/2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,813 CHF | 9,953 CHF | 99.88% | 99.88% |
08/11/2024 | 28.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,893 CHF | 9,973 CHF | 100.00% | 100.00% |
07/11/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,968 CHF | 9,992 CHF | 99.90% | 99.90% |