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 | 26.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,624 CHF | 10,906 CHF | 97.95% | 97.95% |
22/11/2024 | 27.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,329 | 250,000 | 31,011 CHF | 10,310 CHF | 99.39% | 99.39% |
20/11/2024 | 20.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,958 | 315,201 | 44,566 CHF | 17,611 CHF | 99.39% | 99.39% |
19/11/2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,576 | 291,117 | 42,656 CHF | 15,667 CHF | 99.28% | 99.28% |
18/11/2024 | 17.43% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 947,296 | 443,205 | 49,741 CHF | 27,980 CHF | 99.28% | 99.28% |
15/11/2024 | 16.51% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 910,833 | 464,790 | 50,647 CHF | 30,490 CHF | 99.38% | 99.38% |
14/11/2024 | 17.10% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 923,555 | 422,209 | 49,572 CHF | 27,275 CHF | 99.35% | 99.35% |
13/11/2024 | 20.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 996,483 | 252,647 | 44,449 CHF | 13,810 CHF | 99.38% | 99.38% |
12/11/2024 | 20.40% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 965,374 | 336,415 | 43,228 CHF | 19,240 CHF | 99.02% | 99.02% |
11/11/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 551,362 | 373,898 | 50,654 CHF | 38,610 CHF | 99.26% | 99.26% |