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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 21.79% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 261,433 | 41,160 CHF | 13,468 CHF | 98.55% | 98.55% |
22/11/2024 | 21.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 276,006 | 42,042 CHF | 14,554 CHF | 100.00% | 100.00% |
20/11/2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 263,270 | 42,882 CHF | 13,997 CHF | 100.00% | 100.00% |
19/11/2024 | 23.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 253,348 | 38,004 CHF | 12,196 CHF | 99.90% | 99.90% |
18/11/2024 | 18.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 983,530 | 436,514 | 48,845 CHF | 26,278 CHF | 99.90% | 99.90% |
15/11/2024 | 12.56% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 674,097 | 347,595 | 50,297 CHF | 29,399 CHF | 100.00% | 100.00% |
14/11/2024 | 11.80% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 636,282 | 329,191 | 50,738 CHF | 29,538 CHF | 100.00% | 100.00% |
13/11/2024 | 15.68% | 0.07 CHF | 0.08 CHF | 925,000 | 475,000 | 862,713 | 439,575 | 50,713 CHF | 30,241 CHF | 100.00% | 100.00% |
12/11/2024 | 12.06% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 642,099 | 336,340 | 50,039 CHF | 29,627 CHF | 99.71% | 99.71% |
11/11/2024 | 9.10% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 489,878 | 482,223 | 51,419 CHF | 55,494 CHF | 99.91% | 99.91% |