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 | 38.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,533 | 250,000 | 20,768 CHF | 7,726 CHF | 99.38% | 99.38% |
19/11/2024 | 41.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,881 | 250,000 | 19,216 CHF | 7,320 CHF | 99.27% | 99.27% |
18/11/2024 | 33.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,337 CHF | 8,834 CHF | 99.25% | 99.25% |
15/11/2024 | 32.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,069 | 250,000 | 25,561 CHF | 8,921 CHF | 99.38% | 99.38% |
14/11/2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,890 | 250,000 | 14,945 CHF | 6,252 CHF | 99.35% | 99.35% |
13/11/2024 | 49.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,187 | 248,360 | 15,080 CHF | 6,270 CHF | 99.39% | 99.39% |