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 | 28.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,815 CHF | 9,954 CHF | 99.33% | 99.33% |
19/11/2024 | 32.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,253 | 250,000 | 25,281 CHF | 8,900 CHF | 98.70% | 98.70% |
18/11/2024 | 37.70% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,726 CHF | 7,932 CHF | 99.25% | 99.25% |
15/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 997,623 | 250,000 | 24,947 CHF | 8,752 CHF | 99.35% | 99.35% |
14/11/2024 | 25.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 984,002 | 250,000 | 34,045 CHF | 11,151 CHF | 99.27% | 99.27% |
13/11/2024 | 30.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 864,034 | 219,695 | 24,638 CHF | 8,455 CHF | 99.14% | 99.14% |
12/11/2024 | 33.38% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 488,012 | 125,000 | 12,181 CHF | 4,370 CHF | 99.09% | 99.09% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 10,000 CHF | 3,750 CHF | 99.12% | 99.12% |
08/11/2024 | 46.48% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 8,379 CHF | 3,345 CHF | 99.29% | 99.29% |
07/11/2024 | 48.25% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 491,842 | 125,000 | 7,796 CHF | 3,235 CHF | 99.29% | 99.29% |