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 | 21.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,810 CHF | 12,703 CHF | 99.40% | 99.40% |
19/11/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,808 | 250,000 | 39,803 CHF | 12,483 CHF | 98.42% | 98.42% |
18/11/2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 977,996 | 448,654 | 48,213 CHF | 26,807 CHF | 99.09% | 99.09% |
15/11/2024 | 20.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,721 | 269,644 | 43,330 CHF | 14,582 CHF | 98.73% | 98.73% |
14/11/2024 | 20.02% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,410 | 44,958 CHF | 14,092 CHF | 99.11% | 99.11% |
13/11/2024 | 20.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 887,178 | 252,813 | 38,247 CHF | 13,609 CHF | 98.29% | 98.29% |
12/11/2024 | 20.13% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 496,068 | 132,932 | 22,213 CHF | 7,320 CHF | 98.70% | 98.70% |
11/11/2024 | 22.44% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 499,999 | 125,000 | 19,802 CHF | 6,200 CHF | 99.02% | 99.02% |
08/11/2024 | 24.89% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 17,602 CHF | 5,650 CHF | 99.50% | 99.50% |
07/11/2024 | 21.96% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 128,074 | 20,296 CHF | 6,493 CHF | 99.07% | 99.07% |