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 | 57.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,941 | 250,000 | 12,520 CHF | 5,656 CHF | 99.37% | 99.37% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,256 | 250,000 | 14,929 CHF | 6,250 CHF | 99.26% | 99.26% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.31% | 99.31% |
15/11/2024 | 43.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,582 | 250,000 | 17,913 CHF | 7,010 CHF | 99.39% | 99.39% |
14/11/2024 | 47.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,951 | 250,000 | 16,146 CHF | 6,559 CHF | 99.37% | 99.37% |
13/11/2024 | 42.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,330 | 250,000 | 18,685 CHF | 7,200 CHF | 99.38% | 99.38% |
12/11/2024 | 34.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,660 | 250,000 | 23,876 CHF | 8,502 CHF | 99.10% | 99.10% |
11/11/2024 | 32.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,410 | 250,000 | 25,494 CHF | 8,896 CHF | 99.28% | 99.28% |
08/11/2024 | 32.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,947 CHF | 8,987 CHF | 99.38% | 99.38% |
07/11/2024 | 22.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,571 | 250,000 | 40,387 CHF | 12,652 CHF | 99.27% | 99.27% |