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 | 17.78% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 974,457 | 491,149 | 49,955 CHF | 30,101 CHF | 99.38% | 99.38% |
19/11/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 860,849 | 426,051 | 50,552 CHF | 29,391 CHF | 99.30% | 99.30% |
18/11/2024 | 20.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,859 | 44,618 CHF | 14,098 CHF | 99.30% | 99.30% |
15/11/2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,957 | 324,331 | 46,404 CHF | 18,825 CHF | 99.38% | 99.38% |
14/11/2024 | 14.22% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 771,237 | 396,906 | 50,395 CHF | 29,912 CHF | 99.34% | 99.34% |
13/11/2024 | 15.04% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 822,208 | 420,311 | 50,510 CHF | 30,036 CHF | 99.37% | 99.37% |
12/11/2024 | 16.80% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 922,840 | 469,828 | 50,368 CHF | 30,341 CHF | 99.09% | 99.09% |
11/11/2024 | 26.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,491 CHF | 10,873 CHF | 99.23% | 99.23% |
08/11/2024 | 21.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,628 | 250,000 | 42,048 CHF | 13,084 CHF | 99.39% | 99.39% |
07/11/2024 | 29.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,927 | 250,000 | 28,892 CHF | 9,746 CHF | 99.24% | 99.24% |