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 | 63.79% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,572 | 265,369 | 22,232 CHF | 11,659 CHF | 96.79% | 96.79% |
19/11/2024 | 58.37% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 999,557 | 250,000 | 24,479 CHF | 11,125 CHF | 97.80% | 97.80% |
18/11/2024 | 78.45% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 983,127 | 250,000 | 15,263 CHF | 8,898 CHF | 99.35% | 99.35% |
15/11/2024 | 67.39% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,776 CHF | 9,944 CHF | 99.47% | 99.47% |
14/11/2024 | 67.16% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,532 | 250,000 | 19,730 CHF | 9,965 CHF | 98.78% | 98.78% |
13/11/2024 | 78.97% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 877,161 | 225,825 | 14,231 CHF | 8,175 CHF | 97.77% | 97.77% |
12/11/2024 | 28.34% | 0.05 CHF | 0.07 CHF | 500,000 | 250,000 | 417,348 | 212,381 | 25,275 CHF | 17,114 CHF | 98.42% | 98.42% |
11/11/2024 | 27.37% | 0.07 CHF | 0.09 CHF | 363,000 | 188,000 | 390,910 | 200,833 | 24,672 CHF | 16,697 CHF | 99.36% | 99.36% |
08/11/2024 | 23.55% | 0.07 CHF | 0.09 CHF | 338,000 | 175,000 | 335,693 | 173,924 | 25,165 CHF | 16,517 CHF | 99.25% | 99.25% |
07/11/2024 | 22.21% | 0.08 CHF | 0.10 CHF | 313,000 | 163,000 | 313,012 | 165,402 | 25,061 CHF | 16,555 CHF | 99.34% | 99.34% |