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 | 49.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,797 | 250,000 | 15,169 CHF | 6,319 CHF | 99.38% | 99.38% |
19/11/2024 | 45.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 981,470 | 250,000 | 17,060 CHF | 6,858 CHF | 99.09% | 99.09% |
18/11/2024 | 39.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,973 | 250,000 | 20,265 CHF | 7,581 CHF | 99.27% | 99.27% |
15/11/2024 | 34.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,612 | 250,000 | 24,226 CHF | 8,596 CHF | 99.38% | 99.38% |
14/11/2024 | 24.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,959 | 250,000 | 36,803 CHF | 11,761 CHF | 99.35% | 99.35% |
13/11/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,136 | 257,873 | 44,796 CHF | 14,231 CHF | 99.39% | 99.39% |
12/11/2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 950,771 | 459,518 | 49,625 CHF | 28,699 CHF | 99.08% | 99.08% |
11/11/2024 | 15.03% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 826,361 | 419,516 | 50,828 CHF | 30,011 CHF | 99.22% | 99.22% |
08/11/2024 | 18.70% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 973,824 | 366,137 | 47,646 CHF | 22,192 CHF | 99.39% | 99.39% |
07/11/2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,464 | 250,000 | 25,284 CHF | 8,856 CHF | 99.26% | 99.26% |