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 | 21.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,066 CHF | 12,767 CHF | 100.00% | 100.00% |
19/11/2024 | 20.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 281,596 | 43,161 CHF | 15,171 CHF | 99.90% | 99.90% |
18/11/2024 | 24.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,673 CHF | 11,418 CHF | 99.90% | 99.90% |
15/11/2024 | 20.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,098 | 43,164 CHF | 13,409 CHF | 100.00% | 100.00% |
14/11/2024 | 21.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,505 CHF | 12,876 CHF | 100.00% | 100.00% |
13/11/2024 | 24.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,647 CHF | 11,662 CHF | 100.00% | 100.00% |
12/11/2024 | 24.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,184 | 250,000 | 35,282 CHF | 11,382 CHF | 99.66% | 99.66% |
11/11/2024 | 23.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,921 CHF | 11,730 CHF | 99.91% | 99.91% |
08/11/2024 | 22.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,156 CHF | 12,289 CHF | 100.00% | 100.00% |
07/11/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,935 CHF | 12,484 CHF | 99.86% | 99.86% |