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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,562 | 250,000 | 14,933 CHF | 6,250 CHF | 97.86% | 97.86% |
22/11/2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,313 CHF | 6,328 CHF | 99.38% | 99.38% |
20/11/2024 | 40.74% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,630 CHF | 7,408 CHF | 99.38% | 99.38% |
19/11/2024 | 39.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,682 | 250,000 | 20,069 CHF | 7,549 CHF | 99.29% | 99.29% |
18/11/2024 | 32.31% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,475 | 250,000 | 25,957 CHF | 9,018 CHF | 99.29% | 99.29% |
15/11/2024 | 28.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,105 CHF | 10,026 CHF | 99.39% | 99.39% |
14/11/2024 | 32.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,754 CHF | 8,939 CHF | 99.35% | 99.35% |
13/11/2024 | 28.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,692 | 250,000 | 30,122 CHF | 10,085 CHF | 99.38% | 99.38% |
12/11/2024 | 21.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,951 | 259,319 | 41,791 CHF | 13,611 CHF | 99.10% | 99.10% |
11/11/2024 | 14.73% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 805,501 | 410,332 | 50,664 CHF | 29,927 CHF | 99.28% | 99.28% |