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 | 49.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,443 | 250,000 | 15,069 CHF | 6,284 CHF | 99.38% | 99.38% |
19/11/2024 | 44.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,559 CHF | 6,890 CHF | 98.57% | 98.57% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.29% | 99.29% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,187 | 250,000 | 19,924 CHF | 7,500 CHF | 99.37% | 99.37% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,690 | 250,000 | 19,934 CHF | 7,500 CHF | 99.38% | 99.38% |
13/11/2024 | 39.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,912 | 250,000 | 20,378 CHF | 7,610 CHF | 99.36% | 99.36% |
12/11/2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,961 | 250,000 | 19,939 CHF | 7,515 CHF | 99.09% | 99.09% |
11/11/2024 | 39.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,393 CHF | 7,598 CHF | 99.24% | 99.24% |
08/11/2024 | 39.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,904 | 250,000 | 20,522 CHF | 7,661 CHF | 99.39% | 99.39% |
07/11/2024 | 33.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,510 CHF | 8,627 CHF | 99.27% | 99.27% |