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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.49% | 99.49% |
19/11/2024 | 40.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,509 CHF | 7,377 CHF | 99.32% | 99.32% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,413 | 250,000 | 19,848 CHF | 7,500 CHF | 99.25% | 99.25% |
15/11/2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,006 CHF | 7,501 CHF | 99.33% | 99.33% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,887 | 250,000 | 19,858 CHF | 7,500 CHF | 98.81% | 98.81% |
13/11/2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 885,707 | 222,948 | 17,707 CHF | 6,687 CHF | 98.81% | 98.81% |
12/11/2024 | 40.05% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 9,987 CHF | 3,747 CHF | 99.09% | 99.09% |
11/11/2024 | 45.56% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 8,609 CHF | 3,402 CHF | 99.31% | 99.31% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 10,000 CHF | 3,750 CHF | 99.32% | 99.32% |
07/11/2024 | 39.84% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 10,061 CHF | 3,765 CHF | 99.02% | 99.02% |