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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,802 | 250,000 | 29,784 CHF | 10,000 CHF | 99.38% | 99.38% |
19/11/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 981,466 | 250,000 | 29,468 CHF | 10,006 CHF | 99.09% | 99.09% |
18/11/2024 | 27.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,759 | 250,000 | 31,910 CHF | 10,506 CHF | 99.27% | 99.27% |
15/11/2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,530 | 250,000 | 35,044 CHF | 11,318 CHF | 99.39% | 99.39% |
14/11/2024 | 20.87% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,971 | 271,690 | 42,947 CHF | 14,597 CHF | 99.35% | 99.35% |
13/11/2024 | 18.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,310 | 451,045 | 48,739 CHF | 26,769 CHF | 99.37% | 99.37% |
12/11/2024 | 17.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 976,301 | 490,977 | 49,805 CHF | 29,962 CHF | 99.05% | 99.05% |
11/11/2024 | 16.46% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 907,492 | 464,166 | 50,621 CHF | 30,527 CHF | 99.21% | 99.21% |
08/11/2024 | 18.88% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 987,142 | 372,404 | 47,574 CHF | 22,112 CHF | 99.39% | 99.39% |
07/11/2024 | 25.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,495 | 250,000 | 34,495 CHF | 11,172 CHF | 99.27% | 99.27% |