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 | 17.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 933,230 | 425,553 | 48,846 CHF | 26,963 CHF | 99.00% | 99.00% |
19/11/2024 | 22.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,080 | 262,684 | 39,336 CHF | 13,239 CHF | 99.00% | 99.00% |
18/11/2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,106 CHF | 12,527 CHF | 99.32% | 99.32% |
15/11/2024 | 20.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 999,382 | 251,853 | 43,117 CHF | 13,388 CHF | 99.44% | 99.44% |
14/11/2024 | 13.97% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 752,360 | 389,213 | 50,152 CHF | 29,842 CHF | 99.22% | 99.22% |
13/11/2024 | 11.17% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 539,536 | 275,725 | 45,287 CHF | 25,899 CHF | 98.96% | 98.96% |
12/11/2024 | 11.64% | 0.08 CHF | 0.09 CHF | 313,000 | 163,000 | 307,258 | 165,817 | 24,869 CHF | 15,162 CHF | 99.12% | 99.12% |
11/11/2024 | 13.96% | 0.08 CHF | 0.09 CHF | 338,000 | 175,000 | 378,014 | 194,554 | 25,175 CHF | 14,917 CHF | 99.14% | 99.14% |
08/11/2024 | 12.15% | 0.07 CHF | 0.08 CHF | 388,000 | 200,000 | 327,801 | 168,498 | 25,339 CHF | 14,701 CHF | 99.40% | 99.40% |
07/11/2024 | 12.60% | 0.08 CHF | 0.09 CHF | 338,000 | 175,000 | 336,829 | 175,698 | 25,028 CHF | 14,817 CHF | 99.24% | 99.24% |