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 | 28.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,962 | 250,000 | 29,706 CHF | 9,979 CHF | 99.37% | 99.37% |
19/11/2024 | 24.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,268 | 250,000 | 35,866 CHF | 11,512 CHF | 99.26% | 99.26% |
18/11/2024 | 22.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 253,939 | 39,727 CHF | 12,629 CHF | 99.28% | 99.28% |
15/11/2024 | 17.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 967,890 | 479,893 | 49,905 CHF | 29,587 CHF | 99.39% | 99.39% |
14/11/2024 | 22.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,905 | 268,320 | 40,272 CHF | 13,700 CHF | 99.38% | 99.38% |
13/11/2024 | 18.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 864,391 | 381,574 | 45,617 CHF | 25,250 CHF | 99.38% | 99.38% |
12/11/2024 | 10.21% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 540,348 | 394,563 | 50,246 CHF | 41,272 CHF | 99.09% | 99.09% |
11/11/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 497,671 | 480,480 | 50,383 CHF | 53,587 CHF | 99.27% | 99.27% |
08/11/2024 | 9.07% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 478,693 | 478,694 | 50,383 CHF | 55,170 CHF | 99.38% | 99.38% |
07/11/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 326,168 | 326,168 | 51,200 CHF | 54,461 CHF | 99.26% | 99.26% |