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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 21.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 999,705 | 277,401 | 42,360 CHF | 14,708 CHF | 100.00% | 100.00% |
20/11/2024 | 19.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 276,883 | 45,307 CHF | 15,422 CHF | 100.00% | 100.00% |
19/11/2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 974,195 | 468,210 | 49,947 CHF | 28,831 CHF | 99.89% | 99.89% |
18/11/2024 | 19.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 322,861 | 46,365 CHF | 18,422 CHF | 99.91% | 99.91% |
15/11/2024 | 22.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,354 CHF | 12,339 CHF | 100.00% | 100.00% |
14/11/2024 | 19.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,535 | 365,810 | 46,230 CHF | 21,161 CHF | 100.00% | 100.00% |
13/11/2024 | 17.10% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 943,040 | 475,814 | 50,451 CHF | 30,221 CHF | 100.00% | 100.00% |
12/11/2024 | 18.63% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 991,379 | 417,748 | 48,447 CHF | 24,849 CHF | 99.70% | 99.70% |
11/11/2024 | 23.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,996 CHF | 11,999 CHF | 99.88% | 99.88% |
08/11/2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,495 CHF | 12,874 CHF | 100.00% | 100.00% |