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 | 24.33% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,214 CHF | 11,554 CHF | 99.17% | 99.17% |
19/11/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 976,603 | 250,000 | 39,563 CHF | 12,602 CHF | 99.15% | 99.15% |
18/11/2024 | 27.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 980,495 | 250,000 | 30,585 CHF | 10,308 CHF | 97.68% | 97.68% |
15/11/2024 | 33.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,928 CHF | 8,732 CHF | 99.30% | 99.30% |
14/11/2024 | 37.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,942 CHF | 7,985 CHF | 99.47% | 99.47% |
13/11/2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 862,805 | 219,351 | 26,190 CHF | 8,850 CHF | 98.83% | 98.83% |
12/11/2024 | 30.97% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 491,102 | 125,000 | 13,494 CHF | 4,685 CHF | 95.13% | 95.13% |
11/11/2024 | 17.45% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 440,433 | 186,982 | 23,479 CHF | 12,294 CHF | 99.31% | 99.31% |
08/11/2024 | 13.04% | 0.07 CHF | 0.08 CHF | 338,000 | 175,000 | 352,563 | 182,689 | 25,283 CHF | 14,928 CHF | 96.61% | 96.61% |
07/11/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 363,000 | 188,000 | 362,602 | 187,627 | 25,441 CHF | 15,041 CHF | 99.23% | 99.23% |