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 | 21.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,761 | 292,864 | 41,796 CHF | 15,579 CHF | 99.38% | 99.38% |
19/11/2024 | 21.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 980,345 | 343,401 | 43,566 CHF | 19,449 CHF | 99.27% | 99.27% |
18/11/2024 | 40.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,536 | 250,000 | 19,789 CHF | 7,464 CHF | 99.31% | 99.31% |
15/11/2024 | 39.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,275 | 250,000 | 20,549 CHF | 7,671 CHF | 99.39% | 99.39% |
14/11/2024 | 33.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 988,904 | 253,089 | 24,449 CHF | 8,777 CHF | 99.38% | 99.38% |
13/11/2024 | 15.09% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 821,778 | 419,185 | 50,366 CHF | 29,891 CHF | 99.39% | 99.39% |
12/11/2024 | 19.25% | 0.07 CHF | 0.08 CHF | 925,000 | 475,000 | 982,894 | 315,828 | 46,495 CHF | 18,553 CHF | 99.06% | 99.06% |
11/11/2024 | 23.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,155 | 250,000 | 37,313 CHF | 11,862 CHF | 99.28% | 99.28% |
08/11/2024 | 20.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 278,876 | 44,688 CHF | 15,385 CHF | 99.38% | 99.38% |
07/11/2024 | 20.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,103 | 345,673 | 44,987 CHF | 19,672 CHF | 99.23% | 99.23% |