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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,853 | 250,000 | 9,929 CHF | 5,000 CHF | 99.37% | 99.37% |
19/11/2024 | 64.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 981,440 | 250,000 | 10,526 CHF | 5,178 CHF | 99.09% | 99.09% |
18/11/2024 | 57.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,977 | 250,000 | 12,785 CHF | 5,708 CHF | 99.25% | 99.25% |
15/11/2024 | 49.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,505 | 250,000 | 15,153 CHF | 6,313 CHF | 99.39% | 99.39% |
14/11/2024 | 34.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,025 | 250,000 | 24,981 CHF | 8,790 CHF | 99.35% | 99.35% |
13/11/2024 | 27.53% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,235 | 250,000 | 31,287 CHF | 10,365 CHF | 99.38% | 99.38% |
12/11/2024 | 23.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 973,408 | 268,661 | 37,491 CHF | 13,351 CHF | 99.07% | 99.07% |