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 | 19.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 267,489 | 45,389 CHF | 14,896 CHF | 99.49% | 99.49% |
19/11/2024 | 21.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 984,605 | 250,000 | 40,475 CHF | 12,773 CHF | 98.65% | 98.65% |
18/11/2024 | 21.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,948 | 250,000 | 40,796 CHF | 12,761 CHF | 99.27% | 99.27% |
15/11/2024 | 20.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 998,580 | 250,000 | 43,887 CHF | 13,486 CHF | 98.44% | 98.44% |
14/11/2024 | 18.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 997,108 | 444,389 | 48,342 CHF | 26,260 CHF | 98.59% | 98.59% |
13/11/2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 888,944 | 353,995 | 42,565 CHF | 20,712 CHF | 99.41% | 99.41% |
12/11/2024 | 18.47% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 496,381 | 230,577 | 24,426 CHF | 13,722 CHF | 99.15% | 99.15% |
11/11/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 490,227 | 246,769 | 24,772 CHF | 14,940 CHF | 99.27% | 99.27% |
08/11/2024 | 18.07% | 0.06 CHF | 0.07 CHF | 463,000 | 238,000 | 497,485 | 249,184 | 25,054 CHF | 15,043 CHF | 99.50% | 99.50% |
07/11/2024 | 17.05% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 471,763 | 240,842 | 25,328 CHF | 15,344 CHF | 99.35% | 99.35% |