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 | 13.90% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 868,828 | 290,717 | 59,250 CHF | 22,724 CHF | 99.28% | 99.28% |
19/11/2024 | 9.77% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 708,193 | 236,064 | 69,053 CHF | 25,378 CHF | 88.75% | 88.75% |
18/11/2024 | 8.46% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 607,486 | 202,495 | 68,832 CHF | 24,969 CHF | 97.55% | 97.55% |
15/11/2024 | 9.42% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 718,988 | 239,663 | 73,012 CHF | 26,734 CHF | 96.53% | 96.53% |
14/11/2024 | 14.68% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 953,013 | 366,242 | 60,330 CHF | 26,668 CHF | 99.27% | 99.27% |
13/11/2024 | 17.58% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,881 | 399,881 | 52,140 CHF | 24,851 CHF | 99.30% | 99.30% |
12/11/2024 | 16.45% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 56,195 CHF | 26,478 CHF | 99.27% | 99.27% |
11/11/2024 | 15.83% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 976,684 | 376,684 | 56,997 CHF | 25,726 CHF | 99.25% | 99.25% |
08/11/2024 | 15.86% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 988,712 | 388,712 | 57,823 CHF | 26,550 CHF | 99.25% | 99.25% |
07/11/2024 | 11.03% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 892,728 | 300,242 | 76,796 CHF | 28,788 CHF | 98.58% | 98.58% |