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 | 31.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,617 CHF | 9,154 CHF | 99.38% | 99.38% |
19/11/2024 | 32.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 984,776 | 250,000 | 25,044 CHF | 8,856 CHF | 98.29% | 98.29% |
18/11/2024 | 30.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,789 | 250,000 | 28,367 CHF | 9,623 CHF | 99.28% | 99.28% |
15/11/2024 | 23.05% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,505 CHF | 12,126 CHF | 99.39% | 99.39% |
14/11/2024 | 25.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,502 CHF | 11,125 CHF | 99.38% | 99.38% |
13/11/2024 | 25.40% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,812 | 250,000 | 34,314 CHF | 11,142 CHF | 99.38% | 99.38% |
12/11/2024 | 24.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,395 | 250,000 | 36,166 CHF | 11,608 CHF | 99.07% | 99.07% |
11/11/2024 | 19.87% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,102 | 271,277 | 45,145 CHF | 15,066 CHF | 99.30% | 99.30% |
08/11/2024 | 19.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 360,580 | 47,156 CHF | 20,885 CHF | 99.39% | 99.39% |
07/11/2024 | 23.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,201 | 250,000 | 38,103 CHF | 12,085 CHF | 99.22% | 99.22% |