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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 20.60% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,035 | 251,423 | 43,093 CHF | 13,483 CHF | 97.64% | 97.64% |
22/11/2024 | 17.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 943,599 | 481,200 | 50,665 CHF | 30,660 CHF | 99.42% | 99.42% |
20/11/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,959 CHF | 29,980 CHF | 99.49% | 99.49% |
19/11/2024 | 17.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 949,478 | 479,336 | 49,133 CHF | 29,622 CHF | 98.79% | 98.79% |
18/11/2024 | 21.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,423 | 250,000 | 41,298 CHF | 12,974 CHF | 99.27% | 99.27% |
15/11/2024 | 23.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,100 CHF | 11,775 CHF | 99.36% | 99.36% |
14/11/2024 | 24.72% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,261 | 250,000 | 35,242 CHF | 11,378 CHF | 99.26% | 99.26% |
13/11/2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 863,485 | 219,359 | 34,239 CHF | 10,891 CHF | 98.85% | 98.85% |
12/11/2024 | 25.48% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 496,384 | 125,000 | 17,102 CHF | 5,557 CHF | 99.01% | 99.01% |
11/11/2024 | 19.76% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 492,115 | 187,581 | 22,639 CHF | 10,739 CHF | 99.34% | 99.34% |