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 | 33.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,197 | 250,000 | 24,957 CHF | 8,782 CHF | 99.38% | 99.38% |
19/11/2024 | 32.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 980,904 | 250,000 | 25,599 CHF | 9,019 CHF | 99.27% | 99.27% |
18/11/2024 | 31.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,017 CHF | 9,254 CHF | 99.23% | 99.23% |
15/11/2024 | 24.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,951 | 250,000 | 36,670 CHF | 11,728 CHF | 99.38% | 99.38% |
14/11/2024 | 32.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,447 | 250,000 | 25,680 CHF | 8,955 CHF | 99.34% | 99.34% |
13/11/2024 | 27.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,578 | 250,000 | 30,992 CHF | 10,289 CHF | 99.38% | 99.38% |
12/11/2024 | 23.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,909 | 254,066 | 37,716 CHF | 12,204 CHF | 99.08% | 99.08% |
11/11/2024 | 15.85% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 857,604 | 434,030 | 49,873 CHF | 29,583 CHF | 99.27% | 99.27% |