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 | 33.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,466 | 250,000 | 24,851 CHF | 8,760 CHF | 99.41% | 99.41% |
19/11/2024 | 31.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,920 | 254,701 | 26,513 CHF | 9,353 CHF | 99.25% | 99.25% |
18/11/2024 | 15.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 857,752 | 428,638 | 49,933 CHF | 29,327 CHF | 99.31% | 99.31% |
15/11/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 555,035 | 374,608 | 50,129 CHF | 38,298 CHF | 99.39% | 99.39% |
14/11/2024 | 6.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 337,301 | 327,001 | 54,735 CHF | 56,129 CHF | 99.38% | 99.38% |
13/11/2024 | 16.99% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 933,451 | 466,740 | 50,347 CHF | 29,879 CHF | 99.39% | 99.39% |
12/11/2024 | 12.78% | 0.05 CHF | 0.06 CHF | 850,000 | 425,000 | 680,215 | 354,883 | 49,802 CHF | 29,584 CHF | 99.07% | 99.07% |
11/11/2024 | 8.05% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 430,970 | 430,970 | 51,389 CHF | 55,698 CHF | 99.27% | 99.27% |
08/11/2024 | 9.39% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 497,802 | 428,500 | 50,516 CHF | 48,502 CHF | 99.38% | 99.38% |
07/11/2024 | 7.51% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 403,921 | 403,921 | 51,876 CHF | 55,915 CHF | 99.23% | 99.23% |