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 | 27.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,870 CHF | 10,218 CHF | 99.48% | 99.48% |
19/11/2024 | 28.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 991,000 | 250,000 | 30,453 CHF | 10,181 CHF | 98.38% | 98.38% |
18/11/2024 | 25.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,750 CHF | 11,188 CHF | 99.31% | 99.31% |
15/11/2024 | 22.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,489 CHF | 12,372 CHF | 99.33% | 99.33% |
14/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 99.18% | 99.18% |
13/11/2024 | 25.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 885,329 | 222,907 | 30,667 CHF | 9,952 CHF | 98.67% | 98.67% |
12/11/2024 | 24.92% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 496,647 | 125,000 | 17,456 CHF | 5,643 CHF | 98.64% | 98.64% |
11/11/2024 | 25.12% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 499,997 | 125,000 | 17,417 CHF | 5,604 CHF | 98.24% | 98.24% |
08/11/2024 | 21.64% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 20,745 CHF | 6,436 CHF | 99.39% | 99.39% |
07/11/2024 | 20.18% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 500,000 | 128,150 | 22,306 CHF | 7,000 CHF | 99.06% | 99.06% |