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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 585,122 | 300,857 | 51,482 CHF | 29,492 CHF | 97.91% | 97.91% |
22/11/2024 | 14.91% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 815,503 | 402,046 | 50,653 CHF | 29,227 CHF | 99.37% | 99.37% |
20/11/2024 | 22.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,559 CHF | 12,640 CHF | 99.38% | 99.38% |
19/11/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,372 | 250,000 | 35,127 CHF | 11,340 CHF | 99.27% | 99.27% |
18/11/2024 | 21.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,331 | 250,000 | 41,283 CHF | 12,867 CHF | 99.25% | 99.25% |
15/11/2024 | 19.87% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 284,110 | 45,401 CHF | 15,857 CHF | 99.38% | 99.38% |
14/11/2024 | 23.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,604 CHF | 12,151 CHF | 99.39% | 99.39% |
13/11/2024 | 18.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,840 | 400,160 | 48,385 CHF | 23,971 CHF | 99.37% | 99.37% |
12/11/2024 | 19.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 990,689 | 314,120 | 45,517 CHF | 17,680 CHF | 99.05% | 99.05% |
11/11/2024 | 17.91% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 955,063 | 420,730 | 48,758 CHF | 26,116 CHF | 99.23% | 99.23% |