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 | 38.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,226 CHF | 7,806 CHF | 99.46% | 99.46% |
19/11/2024 | 33.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,253 CHF | 8,813 CHF | 99.22% | 99.22% |
18/11/2024 | 39.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,065 | 250,000 | 20,216 CHF | 7,614 CHF | 98.41% | 98.41% |
15/11/2024 | 33.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,510 CHF | 8,628 CHF | 99.39% | 99.39% |
14/11/2024 | 32.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 991,155 | 250,000 | 26,038 CHF | 9,076 CHF | 98.79% | 98.79% |
13/11/2024 | 26.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 886,827 | 222,902 | 29,154 CHF | 9,553 CHF | 98.44% | 98.44% |
12/11/2024 | 30.26% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 497,128 | 125,000 | 14,073 CHF | 4,790 CHF | 98.45% | 98.45% |
11/11/2024 | 24.20% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 127,857 | 18,277 CHF | 5,962 CHF | 99.28% | 99.28% |
08/11/2024 | 15.68% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 432,810 | 215,537 | 25,488 CHF | 14,905 CHF | 99.50% | 99.50% |
07/11/2024 | 21.63% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 498,071 | 143,569 | 20,759 CHF | 7,612 CHF | 99.25% | 99.25% |