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 | 39.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,444 | 250,000 | 20,298 CHF | 7,598 CHF | 99.38% | 99.38% |
19/11/2024 | 34.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,455 CHF | 8,614 CHF | 99.29% | 99.29% |
18/11/2024 | 29.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,123 CHF | 9,781 CHF | 99.28% | 99.28% |
15/11/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,192 | 250,000 | 29,789 CHF | 9,976 CHF | 99.37% | 99.37% |
14/11/2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,990 | 250,000 | 30,020 CHF | 10,028 CHF | 99.35% | 99.35% |
13/11/2024 | 27.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,938 | 250,000 | 32,099 CHF | 10,552 CHF | 99.36% | 99.36% |
12/11/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,098 | 250,000 | 39,591 CHF | 12,449 CHF | 99.07% | 99.07% |
11/11/2024 | 20.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 258,935 | 43,351 CHF | 13,849 CHF | 99.26% | 99.26% |
08/11/2024 | 20.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,954 | 292,936 | 43,392 CHF | 15,967 CHF | 99.38% | 99.38% |
07/11/2024 | 17.70% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 965,370 | 457,275 | 49,823 CHF | 28,395 CHF | 99.27% | 99.27% |