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 | 18.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,456 | 387,329 | 47,694 CHF | 22,676 CHF | 100.00% | 100.00% |
19/11/2024 | 19.37% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 338,125 | 46,720 CHF | 19,409 CHF | 99.89% | 99.89% |
18/11/2024 | 18.02% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 983,068 | 470,825 | 49,692 CHF | 28,630 CHF | 99.90% | 99.90% |
15/11/2024 | 16.41% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 903,816 | 458,016 | 50,600 CHF | 30,212 CHF | 100.00% | 100.00% |
14/11/2024 | 15.61% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 863,398 | 433,932 | 50,991 CHF | 29,958 CHF | 100.00% | 100.00% |
13/11/2024 | 16.60% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 923,338 | 473,892 | 51,013 CHF | 30,920 CHF | 100.00% | 100.00% |
12/11/2024 | 14.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 799,175 | 408,155 | 50,364 CHF | 29,815 CHF | 99.70% | 99.70% |
11/11/2024 | 14.34% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 779,686 | 401,475 | 50,474 CHF | 30,008 CHF | 99.85% | 99.85% |
08/11/2024 | 13.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 743,685 | 381,836 | 50,561 CHF | 29,809 CHF | 100.00% | 100.00% |
07/11/2024 | 13.79% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 752,606 | 390,134 | 50,821 CHF | 30,343 CHF | 84.13% | 84.13% |