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 | 38.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,823 CHF | 7,706 CHF | 100.00% | 100.00% |
19/11/2024 | 37.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,106 CHF | 8,027 CHF | 99.91% | 99.91% |
18/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.87% | 99.87% |
15/11/2024 | 32.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,306 CHF | 9,076 CHF | 100.00% | 100.00% |
14/11/2024 | 29.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,438 CHF | 9,859 CHF | 100.00% | 100.00% |
13/11/2024 | 30.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,491 CHF | 9,373 CHF | 100.00% | 100.00% |
12/11/2024 | 26.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,817 | 250,000 | 33,167 CHF | 10,849 CHF | 99.70% | 99.70% |
11/11/2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,578 CHF | 12,895 CHF | 99.83% | 99.83% |
08/11/2024 | 23.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,188 | 38,034 CHF | 12,125 CHF | 100.00% | 100.00% |
07/11/2024 | 19.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 335,215 | 46,693 CHF | 19,172 CHF | 99.90% | 99.90% |