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 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,028 | 499,676 | 49,951 CHF | 29,981 CHF | 99.81% | 99.81% |
19/11/2024 | 16.04% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 889,908 | 451,605 | 51,062 CHF | 30,417 CHF | 99.72% | 99.72% |
18/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 919,150 | 473,050 | 50,553 CHF | 30,748 CHF | 99.69% | 99.69% |
15/11/2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 932,071 | 477,357 | 50,723 CHF | 30,756 CHF | 99.80% | 99.80% |
14/11/2024 | 17.29% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 956,307 | 485,435 | 50,556 CHF | 30,532 CHF | 99.80% | 99.80% |
13/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,048 | 499,682 | 49,958 CHF | 29,984 CHF | 99.81% | 99.81% |
12/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 918,074 | 472,690 | 50,494 CHF | 30,725 CHF | 99.50% | 99.50% |
11/11/2024 | 16.77% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 924,977 | 474,991 | 50,527 CHF | 30,700 CHF | 99.70% | 99.70% |
08/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 926,048 | 475,350 | 50,933 CHF | 30,898 CHF | 99.81% | 99.81% |
07/11/2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,185 | 498,059 | 49,829 CHF | 29,944 CHF | 95.68% | 95.68% |