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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,914 | 250,000 | 9,929 CHF | 5,000 CHF | 99.38% | 99.38% |
19/11/2024 | 55.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,359 | 250,000 | 13,369 CHF | 5,860 CHF | 99.25% | 99.25% |
18/11/2024 | 57.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,604 CHF | 5,651 CHF | 99.28% | 99.28% |
15/11/2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,582 | 250,000 | 14,907 CHF | 6,251 CHF | 99.39% | 99.39% |
14/11/2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,977 | 250,000 | 14,775 CHF | 6,216 CHF | 99.37% | 99.37% |
13/11/2024 | 47.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,418 | 250,000 | 16,777 CHF | 6,722 CHF | 99.37% | 99.37% |
12/11/2024 | 34.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,660 | 250,000 | 24,060 CHF | 8,548 CHF | 99.10% | 99.10% |
11/11/2024 | 32.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,490 | 250,000 | 25,288 CHF | 8,844 CHF | 99.28% | 99.28% |
08/11/2024 | 31.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,039 CHF | 9,260 CHF | 99.38% | 99.38% |
07/11/2024 | 21.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,510 | 250,000 | 41,971 CHF | 13,055 CHF | 99.28% | 99.28% |