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 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,027 | 45,000 CHF | 14,137 CHF | 99.81% | 99.81% |
19/11/2024 | 19.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 355,672 | 47,137 CHF | 20,613 CHF | 99.72% | 99.72% |
18/11/2024 | 20.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,477 CHF | 13,369 CHF | 99.70% | 99.70% |
15/11/2024 | 21.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,435 CHF | 12,859 CHF | 99.80% | 99.80% |
14/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,663 | 45,000 CHF | 14,117 CHF | 99.80% | 99.80% |
13/11/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 997,990 | 483,694 | 49,432 CHF | 28,862 CHF | 99.80% | 99.80% |
12/11/2024 | 16.98% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 936,753 | 478,917 | 50,504 CHF | 30,617 CHF | 99.50% | 99.50% |
11/11/2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 929,493 | 475,899 | 50,612 CHF | 30,676 CHF | 99.70% | 99.70% |
08/11/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 833,874 | 419,625 | 50,798 CHF | 29,767 CHF | 99.80% | 99.80% |
07/11/2024 | 15.03% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 820,678 | 415,428 | 50,517 CHF | 29,737 CHF | 95.68% | 95.68% |