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 | 21.17% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 978,953 | 378,953 | 41,692 CHF | 19,796 CHF | 99.36% | 99.36% |
19/11/2024 | 15.59% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 881,688 | 293,896 | 52,284 CHF | 20,367 CHF | 96.67% | 96.67% |
18/11/2024 | 13.64% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 780,883 | 260,294 | 53,332 CHF | 20,380 CHF | 97.63% | 97.63% |
15/11/2024 | 17.23% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 907,958 | 322,821 | 48,500 CHF | 20,404 CHF | 96.38% | 96.38% |
14/11/2024 | 21.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 41,422 CHF | 20,569 CHF | 99.40% | 99.40% |
13/11/2024 | 26.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 432,334 | 33,298 CHF | 18,613 CHF | 98.74% | 98.74% |
12/11/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,393 | 30,062 CHF | 19,960 CHF | 99.38% | 99.38% |
11/11/2024 | 30.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,092 CHF | 19,046 CHF | 99.35% | 99.35% |
08/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.35% | 99.35% |
07/11/2024 | 23.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 481,628 | 37,773 CHF | 22,968 CHF | 98.62% | 98.62% |