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 | 16.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 925,509 | 446,500 | 50,084 CHF | 28,823 CHF | 100.00% | 100.00% |
19/11/2024 | 17.62% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 963,422 | 455,787 | 49,955 CHF | 28,359 CHF | 99.90% | 99.90% |
18/11/2024 | 15.23% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 835,821 | 427,934 | 50,696 CHF | 30,249 CHF | 99.89% | 99.89% |
15/11/2024 | 12.54% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 674,705 | 348,013 | 50,388 CHF | 29,462 CHF | 100.00% | 100.00% |
14/11/2024 | 10.92% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 592,606 | 303,460 | 51,314 CHF | 29,317 CHF | 100.00% | 100.00% |
13/11/2024 | 12.11% | 0.09 CHF | 0.10 CHF | 675,000 | 350,000 | 652,974 | 338,726 | 50,681 CHF | 29,677 CHF | 100.00% | 100.00% |
12/11/2024 | 9.32% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 498,281 | 458,002 | 51,055 CHF | 51,970 CHF | 99.69% | 99.69% |
11/11/2024 | 9.00% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 485,977 | 477,914 | 51,603 CHF | 55,613 CHF | 99.86% | 99.86% |
08/11/2024 | 8.42% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 447,749 | 417,316 | 50,999 CHF | 52,468 CHF | 100.00% | 100.00% |
07/11/2024 | 9.08% | 0.13 CHF | 0.14 CHF | 275,000 | 275,000 | 489,001 | 444,777 | 51,467 CHF | 52,179 CHF | 84.13% | 84.13% |