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 | 25.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,144 CHF | 11,036 CHF | 99.80% | 99.80% |
19/11/2024 | 30.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,744 | 250,000 | 27,310 CHF | 9,373 CHF | 99.70% | 99.70% |
18/11/2024 | 26.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,556 CHF | 10,639 CHF | 99.70% | 99.70% |
15/11/2024 | 19.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 998,867 | 362,348 | 46,311 CHF | 20,780 CHF | 99.80% | 99.80% |
14/11/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 931,169 | 471,095 | 50,553 CHF | 30,290 CHF | 99.81% | 99.81% |
13/11/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 974,864 | 429,422 | 49,127 CHF | 26,230 CHF | 99.80% | 99.80% |
12/11/2024 | 14.22% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 770,508 | 397,631 | 50,314 CHF | 29,954 CHF | 99.50% | 99.50% |
11/11/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 667,998 | 346,499 | 50,621 CHF | 29,723 CHF | 99.71% | 99.71% |
08/11/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 751,373 | 387,963 | 50,536 CHF | 29,975 CHF | 99.81% | 99.81% |
07/11/2024 | 11.22% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 601,167 | 307,964 | 50,579 CHF | 28,991 CHF | 95.68% | 95.68% |