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 | 38.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 991,744 | 250,000 | 21,088 CHF | 7,818 CHF | 99.11% | 99.11% |
19/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,159 | 250,000 | 24,679 CHF | 8,750 CHF | 98.69% | 98.69% |
18/11/2024 | 33.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,043 CHF | 8,761 CHF | 99.38% | 99.38% |
15/11/2024 | 30.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 997,280 | 250,000 | 27,533 CHF | 9,400 CHF | 99.35% | 99.35% |
14/11/2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,993 | 250,000 | 24,726 CHF | 8,763 CHF | 98.71% | 98.71% |
13/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 867,548 | 219,464 | 21,689 CHF | 7,681 CHF | 98.39% | 98.39% |
12/11/2024 | 32.44% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 489,900 | 125,000 | 12,717 CHF | 4,492 CHF | 98.58% | 98.58% |
11/11/2024 | 28.58% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 14,998 CHF | 4,999 CHF | 99.21% | 99.21% |
08/11/2024 | 25.01% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 17,493 CHF | 5,623 CHF | 99.46% | 99.46% |
07/11/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 491,753 | 125,000 | 19,706 CHF | 6,259 CHF | 99.31% | 99.31% |