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 | 39.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,918 | 250,000 | 20,332 CHF | 7,618 CHF | 99.38% | 99.38% |
19/11/2024 | 34.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,339 | 250,000 | 23,985 CHF | 8,525 CHF | 99.25% | 99.25% |
18/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.29% | 99.29% |
15/11/2024 | 31.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,583 | 250,000 | 26,563 CHF | 9,189 CHF | 99.39% | 99.39% |
14/11/2024 | 34.84% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,087 | 249,996 | 23,721 CHF | 8,467 CHF | 99.35% | 99.35% |
13/11/2024 | 29.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,048 | 250,000 | 28,630 CHF | 9,814 CHF | 97.41% | 97.41% |
12/11/2024 | 22.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,662 | 250,000 | 39,614 CHF | 12,457 CHF | 99.08% | 99.08% |
11/11/2024 | 21.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 996,417 | 250,000 | 41,651 CHF | 12,949 CHF | 99.30% | 99.30% |
08/11/2024 | 20.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 998,501 | 293,144 | 44,898 CHF | 16,316 CHF | 99.38% | 99.38% |
07/11/2024 | 16.23% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 895,407 | 451,258 | 50,681 CHF | 30,075 CHF | 99.26% | 99.26% |