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 | 33.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,541 | 250,000 | 24,732 CHF | 8,755 CHF | 98.76% | 98.76% |
19/11/2024 | 34.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,911 | 250,000 | 24,262 CHF | 8,579 CHF | 96.66% | 96.66% |
18/11/2024 | 35.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 976,772 | 250,000 | 23,971 CHF | 8,641 CHF | 99.32% | 99.32% |
15/11/2024 | 42.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,878 | 250,000 | 18,986 CHF | 7,247 CHF | 98.25% | 98.25% |
14/11/2024 | 35.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,816 | 250,000 | 23,257 CHF | 8,340 CHF | 95.71% | 95.71% |
13/11/2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 885,735 | 222,854 | 17,766 CHF | 6,698 CHF | 97.52% | 97.52% |
12/11/2024 | 28.50% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 15,155 CHF | 5,039 CHF | 99.41% | 99.41% |
11/11/2024 | 40.95% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 491,598 | 125,000 | 9,595 CHF | 3,691 CHF | 99.36% | 99.36% |
08/11/2024 | 30.98% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 498,608 | 125,000 | 13,741 CHF | 4,694 CHF | 97.79% | 97.79% |
07/11/2024 | 27.91% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 499,992 | 125,000 | 15,489 CHF | 5,122 CHF | 95.51% | 95.51% |