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 | 17.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 944,638 | 478,110 | 50,586 CHF | 30,392 CHF | 98.60% | 98.60% |
22/11/2024 | 15.31% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 827,003 | 393,054 | 50,074 CHF | 28,208 CHF | 100.00% | 100.00% |
20/11/2024 | 23.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,807 CHF | 11,952 CHF | 100.00% | 100.00% |
19/11/2024 | 19.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 982,999 | 344,825 | 45,238 CHF | 19,723 CHF | 99.10% | 99.10% |
18/11/2024 | 27.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,191 CHF | 10,298 CHF | 99.94% | 99.94% |
15/11/2024 | 27.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,505 CHF | 10,376 CHF | 100.00% | 100.00% |
14/11/2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 998,140 | 255,580 | 39,604 CHF | 12,713 CHF | 100.00% | 100.00% |
13/11/2024 | 19.56% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 990,284 | 302,874 | 45,844 CHF | 17,375 CHF | 100.00% | 100.00% |
12/11/2024 | 22.37% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,923 CHF | 12,481 CHF | 99.98% | 99.98% |
11/11/2024 | 24.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 255,828 | 36,259 CHF | 11,856 CHF | 100.00% | 100.00% |