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 | 24.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,374 | 266,478 | 36,013 CHF | 12,753 CHF | 99.49% | 99.49% |
19/11/2024 | 22.33% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 988,754 | 250,000 | 39,491 CHF | 12,486 CHF | 97.43% | 97.43% |
18/11/2024 | 25.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 984,416 | 250,000 | 33,154 CHF | 10,931 CHF | 99.17% | 99.17% |
15/11/2024 | 25.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,965 CHF | 11,241 CHF | 99.34% | 99.34% |
14/11/2024 | 25.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,447 | 250,000 | 34,314 CHF | 11,134 CHF | 98.79% | 98.79% |
13/11/2024 | 17.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 833,603 | 352,831 | 42,479 CHF | 22,107 CHF | 99.23% | 99.23% |
12/11/2024 | 6.50% | 0.14 CHF | 0.15 CHF | 188,000 | 188,000 | 176,066 | 176,067 | 26,213 CHF | 27,974 CHF | 99.06% | 99.06% |
11/11/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 160,969 | 160,970 | 25,829 CHF | 27,439 CHF | 99.36% | 99.36% |
08/11/2024 | 5.14% | 0.18 CHF | 0.19 CHF | 138,000 | 138,000 | 137,424 | 137,425 | 26,046 CHF | 27,421 CHF | 98.75% | 98.75% |
07/11/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 124,078 | 124,078 | 26,024 CHF | 27,265 CHF | 99.37% | 99.37% |