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 | 17.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 901,997 | 301,997 | 47,029 CHF | 18,763 CHF | 99.36% | 99.36% |
19/11/2024 | 15.25% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 895,666 | 298,555 | 54,297 CHF | 21,085 CHF | 99.31% | 99.31% |
18/11/2024 | 15.74% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 884,312 | 296,157 | 52,088 CHF | 20,393 CHF | 99.40% | 99.40% |
15/11/2024 | 15.86% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 907,223 | 307,223 | 53,020 CHF | 20,986 CHF | 99.36% | 99.36% |
14/11/2024 | 18.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 993,432 | 393,432 | 49,634 CHF | 23,567 CHF | 98.00% | 98.00% |
13/11/2024 | 27.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,036 | 32,350 CHF | 20,727 CHF | 99.37% | 99.37% |
12/11/2024 | 20.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 405,116 | 43,420 CHF | 21,597 CHF | 93.09% | 93.09% |
11/11/2024 | 15.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 904,462 | 304,462 | 54,942 CHF | 21,514 CHF | 99.36% | 99.36% |
08/11/2024 | 13.27% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 888,818 | 296,273 | 62,907 CHF | 23,932 CHF | 97.86% | 97.86% |
07/11/2024 | 9.91% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 72,140 CHF | 26,547 CHF | 98.61% | 98.61% |