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 | 18.87% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 402,552 | 48,112 CHF | 23,635 CHF | 100.00% | 100.00% |
19/11/2024 | 18.83% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 985,455 | 401,497 | 47,508 CHF | 23,639 CHF | 99.68% | 99.68% |
18/11/2024 | 17.30% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 955,867 | 484,626 | 50,482 CHF | 30,455 CHF | 99.91% | 99.91% |
15/11/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 927,857 | 475,952 | 50,575 CHF | 30,703 CHF | 100.00% | 100.00% |
14/11/2024 | 17.41% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 959,642 | 476,515 | 50,359 CHF | 29,836 CHF | 100.00% | 100.00% |
13/11/2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 262,512 | 45,101 CHF | 14,483 CHF | 100.00% | 100.00% |
12/11/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 996,122 | 483,051 | 49,643 CHF | 28,970 CHF | 99.67% | 99.67% |
11/11/2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 433,643 | 48,704 CHF | 25,641 CHF | 99.90% | 99.90% |
08/11/2024 | 19.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 348,751 | 46,985 CHF | 20,098 CHF | 100.00% | 100.00% |
07/11/2024 | 19.69% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 305,757 | 45,853 CHF | 17,214 CHF | 99.90% | 99.90% |