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 | 21.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,003 CHF | 26,001 CHF | 99.36% | 99.36% |
19/11/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 442,418 | 51,063 CHF | 26,805 CHF | 96.68% | 96.68% |
18/11/2024 | 22.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,963 CHF | 24,981 CHF | 96.50% | 96.50% |
15/11/2024 | 19.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 476,307 | 46,867 CHF | 26,973 CHF | 96.47% | 96.47% |
14/11/2024 | 15.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 999,903 | 399,903 | 60,126 CHF | 28,045 CHF | 99.37% | 99.37% |
13/11/2024 | 12.93% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 965,341 | 365,341 | 70,044 CHF | 30,031 CHF | 98.95% | 98.95% |
12/11/2024 | 17.58% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 999,651 | 419,294 | 52,693 CHF | 26,188 CHF | 99.37% | 99.37% |
11/11/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,907 CHF | 24,954 CHF | 99.28% | 99.28% |
08/11/2024 | 18.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 488,876 | 48,032 CHF | 28,349 CHF | 99.36% | 99.36% |
07/11/2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 493,282 | 46,665 CHF | 27,901 CHF | 98.74% | 98.74% |