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 | 35.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,290 | 250,000 | 23,062 CHF | 8,294 CHF | 99.38% | 99.38% |
19/11/2024 | 28.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,676 | 250,000 | 30,895 CHF | 10,249 CHF | 99.23% | 99.23% |
18/11/2024 | 29.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,848 CHF | 9,712 CHF | 99.25% | 99.25% |
15/11/2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,881 | 250,000 | 30,293 CHF | 10,112 CHF | 99.38% | 99.38% |
14/11/2024 | 28.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,295 | 250,000 | 30,095 CHF | 10,059 CHF | 99.39% | 99.39% |
13/11/2024 | 26.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,661 | 250,000 | 32,510 CHF | 10,662 CHF | 99.37% | 99.37% |
12/11/2024 | 28.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,026 | 250,000 | 29,988 CHF | 10,079 CHF | 99.04% | 99.04% |
11/11/2024 | 28.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,713 CHF | 9,928 CHF | 99.23% | 99.23% |
08/11/2024 | 18.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 965,857 | 385,832 | 47,390 CHF | 23,323 CHF | 99.39% | 99.39% |
07/11/2024 | 16.17% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 875,762 | 434,082 | 49,799 CHF | 29,153 CHF | 99.26% | 99.26% |