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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,354 | 250,000 | 9,934 CHF | 5,000 CHF | 99.37% | 99.37% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,740 | 250,000 | 9,957 CHF | 5,000 CHF | 99.27% | 99.27% |
18/11/2024 | 57.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,689 CHF | 5,672 CHF | 99.29% | 99.29% |
15/11/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,006 | 250,000 | 19,936 CHF | 7,514 CHF | 99.39% | 99.39% |
14/11/2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,540 | 253,949 | 31,490 CHF | 10,612 CHF | 99.35% | 99.35% |
13/11/2024 | 20.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,854 | 271,583 | 42,826 CHF | 14,500 CHF | 99.36% | 99.36% |
12/11/2024 | 19.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 977,715 | 357,468 | 46,578 CHF | 21,084 CHF | 99.09% | 99.09% |
11/11/2024 | 16.92% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 940,877 | 480,292 | 50,954 CHF | 30,816 CHF | 99.23% | 99.23% |
08/11/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 962,615 | 471,847 | 49,985 CHF | 29,268 CHF | 99.39% | 99.39% |
07/11/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 862,002 | 432,776 | 50,761 CHF | 29,828 CHF | 99.27% | 99.27% |