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 | 39.84% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 158,608 | 158,605 | 3,153 CHF | 4,739 CHF | 99.97% | 99.97% |
19/11/2024 | 35.08% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 113,730 | 113,730 | 2,667 CHF | 3,804 CHF | 99.80% | 99.80% |
18/11/2024 | 39.78% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 149,309 | 149,311 | 3,007 CHF | 4,500 CHF | 99.89% | 99.89% |
15/11/2024 | 41.55% | 0.02 CHF | 0.03 CHF | 175,000 | 175,000 | 182,914 | 182,911 | 3,481 CHF | 5,311 CHF | 100.00% | 100.00% |
14/11/2024 | 41.58% | 0.02 CHF | 0.03 CHF | 175,000 | 175,000 | 195,548 | 186,524 | 3,669 CHF | 5,398 CHF | 99.62% | 99.62% |
13/11/2024 | 53.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 561,908 | 250,000 | 7,336 CHF | 5,956 CHF | 99.93% | 99.93% |
12/11/2024 | 47.97% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 284,789 | 240,550 | 4,487 CHF | 6,229 CHF | 99.75% | 99.75% |
11/11/2024 | 25.01% | 0.03 CHF | 0.04 CHF | 125,000 | 125,000 | 73,755 | 73,755 | 2,522 CHF | 3,260 CHF | 99.81% | 99.81% |
08/11/2024 | 15.74% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 47,374 | 47,374 | 2,773 CHF | 3,246 CHF | 99.86% | 99.86% |
07/11/2024 | 13.14% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 41,644 | 41,644 | 2,913 CHF | 3,329 CHF | 99.92% | 99.92% |