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 | 21.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 262,771 | 42,511 CHF | 13,855 CHF | 99.81% | 99.81% |
19/11/2024 | 22.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,861 | 251,452 | 38,943 CHF | 12,387 CHF | 99.71% | 99.71% |
18/11/2024 | 18.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 476,494 | 49,424 CHF | 28,415 CHF | 99.69% | 99.69% |
15/11/2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 866,010 | 437,790 | 50,545 CHF | 29,938 CHF | 99.81% | 99.81% |
14/11/2024 | 16.90% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 935,758 | 472,617 | 50,736 CHF | 30,356 CHF | 99.80% | 99.80% |
13/11/2024 | 15.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 874,565 | 435,129 | 50,597 CHF | 29,588 CHF | 99.79% | 99.79% |
12/11/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 893,257 | 455,121 | 50,026 CHF | 30,031 CHF | 99.49% | 99.49% |
11/11/2024 | 15.77% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 869,561 | 443,518 | 50,777 CHF | 30,332 CHF | 99.72% | 99.72% |
08/11/2024 | 13.77% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 747,982 | 386,099 | 50,593 CHF | 29,980 CHF | 99.80% | 99.80% |
07/11/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,307 | 304,403 | 51,294 CHF | 30,252 CHF | 95.68% | 95.68% |