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 | 50.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,899 CHF | 6,225 CHF | 99.38% | 99.38% |
19/11/2024 | 49.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,317 | 250,000 | 15,039 CHF | 6,285 CHF | 99.28% | 99.28% |
18/11/2024 | 50.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,133 | 250,000 | 14,875 CHF | 6,237 CHF | 99.29% | 99.29% |
15/11/2024 | 49.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,335 CHF | 6,334 CHF | 99.39% | 99.39% |
14/11/2024 | 40.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,666 CHF | 7,416 CHF | 99.38% | 99.38% |
13/11/2024 | 41.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,528 | 250,000 | 19,120 CHF | 7,317 CHF | 99.36% | 99.36% |
12/11/2024 | 40.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,843 | 250,000 | 19,755 CHF | 7,474 CHF | 99.07% | 99.07% |
11/11/2024 | 44.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,704 | 250,000 | 17,800 CHF | 6,970 CHF | 99.27% | 99.27% |
08/11/2024 | 39.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,101 CHF | 7,525 CHF | 99.37% | 99.37% |
07/11/2024 | 32.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,619 | 250,000 | 25,258 CHF | 8,861 CHF | 99.28% | 99.28% |