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 | 15.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 845,789 | 426,104 | 50,892 CHF | 29,902 CHF | 100.00% | 100.00% |
19/11/2024 | 16.71% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 928,429 | 473,570 | 50,950 CHF | 30,725 CHF | 99.86% | 99.86% |
18/11/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 885,536 | 449,474 | 50,933 CHF | 30,336 CHF | 99.91% | 99.91% |
15/11/2024 | 16.20% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 898,140 | 456,739 | 50,941 CHF | 30,463 CHF | 100.00% | 100.00% |
14/11/2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 464,782 | 49,349 CHF | 27,699 CHF | 100.00% | 100.00% |
13/11/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,113 | 495,404 | 50,005 CHF | 29,884 CHF | 100.00% | 100.00% |
12/11/2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 960,250 | 486,750 | 50,088 CHF | 30,274 CHF | 99.70% | 99.70% |
11/11/2024 | 16.08% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 890,241 | 451,686 | 50,939 CHF | 30,351 CHF | 99.90% | 99.90% |
08/11/2024 | 17.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 908,211 | 378,770 | 48,652 CHF | 24,817 CHF | 100.00% | 100.00% |
07/11/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 873,020 | 439,689 | 50,931 CHF | 30,045 CHF | 99.91% | 99.91% |