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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.38% | 99.38% |
19/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.37% | 99.37% |
18/11/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,092 CHF | 10,023 CHF | 99.37% | 99.37% |
15/11/2024 | 23.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,637 CHF | 11,909 CHF | 99.36% | 99.36% |
14/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.38% | 99.38% |
13/11/2024 | 26.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,492 CHF | 10,873 CHF | 99.37% | 99.37% |
12/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.16% | 99.16% |
11/11/2024 | 22.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,055 CHF | 12,514 CHF | 99.38% | 99.38% |
08/11/2024 | 21.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,033 CHF | 12,758 CHF | 99.37% | 99.37% |
07/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 775,425 | 250,000 | 38,771 CHF | 15,000 CHF | 98.58% | 98.58% |