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 | 18.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,368 | 492,106 | 50,007 CHF | 29,720 CHF | 99.39% | 99.39% |
19/11/2024 | 17.46% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 938,338 | 456,139 | 49,221 CHF | 28,587 CHF | 99.11% | 99.11% |
18/11/2024 | 21.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 984,652 | 250,000 | 40,195 CHF | 12,703 CHF | 99.28% | 99.28% |
15/11/2024 | 19.70% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,848 | 288,310 | 45,590 CHF | 16,220 CHF | 98.68% | 98.68% |
14/11/2024 | 21.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,612 CHF | 12,653 CHF | 99.26% | 99.26% |
13/11/2024 | 18.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 893,158 | 367,207 | 43,062 CHF | 21,624 CHF | 99.13% | 99.13% |
12/11/2024 | 17.69% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 486,080 | 237,537 | 25,095 CHF | 14,682 CHF | 99.11% | 99.11% |
11/11/2024 | 17.22% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 466,984 | 236,073 | 24,794 CHF | 14,908 CHF | 99.31% | 99.31% |
08/11/2024 | 11.65% | 0.07 CHF | 0.08 CHF | 363,000 | 188,000 | 313,915 | 159,941 | 25,411 CHF | 14,535 CHF | 99.45% | 99.45% |
07/11/2024 | 11.49% | 0.08 CHF | 0.09 CHF | 338,000 | 175,000 | 306,779 | 158,263 | 25,180 CHF | 14,571 CHF | 98.06% | 98.06% |