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 | 27.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,175 CHF | 20,587 CHF | 98.83% | 98.83% |
19/11/2024 | 21.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 451,519 | 42,586 CHF | 23,565 CHF | 96.41% | 96.41% |
18/11/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 485,923 | 40,083 CHF | 24,329 CHF | 96.78% | 96.78% |
15/11/2024 | 20.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 441,258 | 43,745 CHF | 23,561 CHF | 95.47% | 95.47% |
14/11/2024 | 16.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 987,413 | 388,149 | 55,070 CHF | 25,389 CHF | 98.42% | 98.42% |
13/11/2024 | 15.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 991,860 | 391,860 | 60,431 CHF | 27,749 CHF | 98.22% | 98.22% |
12/11/2024 | 18.19% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 432,080 | 50,385 CHF | 25,984 CHF | 98.95% | 98.95% |
11/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,997 CHF | 24,999 CHF | 97.86% | 97.86% |
08/11/2024 | 16.22% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 57,021 CHF | 26,808 CHF | 98.82% | 98.82% |
07/11/2024 | 14.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 972,491 | 384,343 | 64,454 CHF | 28,849 CHF | 98.29% | 98.29% |