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 | 19.59% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 997,658 | 342,958 | 46,141 CHF | 19,600 CHF | 100.00% | 100.00% |
19/11/2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 988,414 | 449,642 | 49,069 CHF | 27,005 CHF | 99.90% | 99.90% |
18/11/2024 | 19.34% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 986,690 | 328,481 | 46,324 CHF | 19,112 CHF | 99.91% | 99.91% |
15/11/2024 | 11.43% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 613,012 | 341,522 | 50,608 CHF | 32,144 CHF | 100.00% | 100.00% |
14/11/2024 | 8.18% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 445,336 | 430,065 | 52,174 CHF | 55,015 CHF | 100.00% | 100.00% |
13/11/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 785,799 | 402,693 | 50,941 CHF | 30,142 CHF | 100.00% | 100.00% |
12/11/2024 | 12.68% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 682,932 | 354,629 | 50,513 CHF | 29,767 CHF | 99.72% | 99.72% |
11/11/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 760,872 | 392,167 | 50,665 CHF | 30,042 CHF | 99.84% | 99.84% |
08/11/2024 | 14.55% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 800,843 | 408,110 | 50,994 CHF | 30,090 CHF | 100.00% | 100.00% |
07/11/2024 | 13.60% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 737,567 | 381,284 | 50,576 CHF | 29,960 CHF | 99.90% | 99.90% |