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 | 80.02% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,061 | 250,000 | 14,786 CHF | 8,749 CHF | 98.82% | 98.82% |
19/11/2024 | 98.73% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,820 | 250,000 | 10,248 CHF | 7,580 CHF | 99.15% | 99.15% |
18/11/2024 | 90.25% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,877 | 250,000 | 12,316 CHF | 8,109 CHF | 97.81% | 97.81% |
15/11/2024 | 65.68% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,775 CHF | 10,194 CHF | 99.26% | 99.26% |
14/11/2024 | 44.80% | 0.03 CHF | 0.05 CHF | 1,000,000 | 250,000 | 997,134 | 253,569 | 35,086 CHF | 13,989 CHF | 98.48% | 98.48% |
13/11/2024 | 35.48% | 0.05 CHF | 0.07 CHF | 1,000,000 | 500,000 | 877,600 | 286,994 | 40,892 CHF | 19,321 CHF | 98.60% | 98.60% |
12/11/2024 | 33.28% | 0.04 CHF | 0.06 CHF | 500,000 | 125,000 | 475,496 | 206,394 | 23,967 CHF | 14,808 CHF | 99.13% | 99.13% |
11/11/2024 | 32.37% | 0.07 CHF | 0.09 CHF | 425,000 | 213,000 | 465,718 | 197,752 | 24,211 CHF | 14,493 CHF | 98.99% | 98.99% |
08/11/2024 | 51.27% | 0.05 CHF | 0.07 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 14,873 CHF | 6,218 CHF | 99.26% | 99.26% |
07/11/2024 | 64.85% | 0.03 CHF | 0.05 CHF | 500,000 | 125,000 | 496,077 | 125,000 | 10,375 CHF | 5,120 CHF | 98.83% | 98.83% |