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 | 20.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 999,412 | 286,904 | 44,474 CHF | 15,791 CHF | 100.00% | 100.00% |
19/11/2024 | 17.39% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 915,531 | 425,907 | 48,882 CHF | 27,623 CHF | 99.89% | 99.89% |
18/11/2024 | 21.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,832 CHF | 12,958 CHF | 99.90% | 99.90% |
15/11/2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,956 | 421,042 | 48,625 CHF | 25,056 CHF | 100.00% | 100.00% |
14/11/2024 | 16.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 906,164 | 457,118 | 50,979 CHF | 30,283 CHF | 100.00% | 100.00% |
13/11/2024 | 18.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 969,325 | 380,874 | 48,219 CHF | 23,231 CHF | 100.00% | 100.00% |
12/11/2024 | 21.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,152 | 250,000 | 40,699 CHF | 12,743 CHF | 99.66% | 99.66% |
11/11/2024 | 21.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 251,786 | 41,753 CHF | 13,037 CHF | 99.90% | 99.90% |
08/11/2024 | 19.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 272,144 | 45,159 CHF | 15,053 CHF | 100.00% | 100.00% |
07/11/2024 | 20.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 261,854 | 44,550 CHF | 14,323 CHF | 99.90% | 99.90% |