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 | 20.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,204 | 250,000 | 43,396 CHF | 13,426 CHF | 99.38% | 99.38% |
19/11/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 981,149 | 250,000 | 43,456 CHF | 13,576 CHF | 99.26% | 99.26% |
18/11/2024 | 20.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 999,349 | 286,033 | 45,065 CHF | 15,888 CHF | 99.29% | 99.29% |
15/11/2024 | 19.07% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,054 | 375,125 | 47,251 CHF | 21,853 CHF | 99.37% | 99.37% |
14/11/2024 | 20.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,482 | 250,000 | 44,238 CHF | 13,622 CHF | 99.35% | 99.35% |
13/11/2024 | 19.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,770 | 379,384 | 47,339 CHF | 22,109 CHF | 99.36% | 99.36% |
12/11/2024 | 19.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,088 | 388,891 | 47,362 CHF | 22,640 CHF | 99.08% | 99.08% |
11/11/2024 | 16.87% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 932,334 | 477,444 | 50,623 CHF | 30,706 CHF | 99.27% | 99.27% |
08/11/2024 | 16.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 934,743 | 478,248 | 50,730 CHF | 30,744 CHF | 99.39% | 99.39% |
07/11/2024 | 18.37% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 980,224 | 425,849 | 48,609 CHF | 25,677 CHF | 99.22% | 99.22% |