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 | 27.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,565 | 250,000 | 31,777 CHF | 10,492 CHF | 99.37% | 99.37% |
19/11/2024 | 29.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,728 | 250,000 | 28,863 CHF | 9,740 CHF | 99.29% | 99.29% |
18/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.29% | 99.29% |
15/11/2024 | 22.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,121 | 250,000 | 39,451 CHF | 12,412 CHF | 99.38% | 99.38% |
14/11/2024 | 39.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,811 | 250,000 | 19,971 CHF | 7,514 CHF | 99.36% | 99.36% |
13/11/2024 | 39.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,948 | 250,000 | 20,440 CHF | 7,630 CHF | 99.36% | 99.36% |
12/11/2024 | 34.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,078 | 250,000 | 23,567 CHF | 8,460 CHF | 99.09% | 99.09% |
11/11/2024 | 32.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,075 | 250,000 | 26,402 CHF | 9,152 CHF | 91.15% | 91.15% |
08/11/2024 | 42.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,064 | 250,000 | 18,557 CHF | 7,174 CHF | 99.38% | 99.38% |
07/11/2024 | 42.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,095 | 250,000 | 18,626 CHF | 7,176 CHF | 99.27% | 99.27% |