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 | 25.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,420 CHF | 11,105 CHF | 99.80% | 99.80% |
19/11/2024 | 21.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 260,561 | 42,338 CHF | 13,707 CHF | 99.71% | 99.71% |
18/11/2024 | 27.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,942 CHF | 10,486 CHF | 99.71% | 99.71% |
15/11/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,151 CHF | 10,038 CHF | 99.80% | 99.80% |
14/11/2024 | 27.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,578 CHF | 10,395 CHF | 99.80% | 99.80% |
13/11/2024 | 19.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,464 | 400,935 | 47,091 CHF | 23,347 CHF | 99.80% | 99.80% |
12/11/2024 | 16.55% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 914,496 | 465,114 | 50,717 CHF | 30,444 CHF | 99.49% | 99.49% |
11/11/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 846,944 | 424,163 | 50,652 CHF | 29,608 CHF | 99.71% | 99.71% |
08/11/2024 | 10.73% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 574,259 | 347,093 | 50,676 CHF | 34,567 CHF | 99.80% | 99.80% |
07/11/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 612,041 | 341,030 | 50,197 CHF | 31,748 CHF | 95.70% | 95.70% |