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 | 22.87% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 254,270 | 38,938 CHF | 12,459 CHF | 98.60% | 98.60% |
22/11/2024 | 19.56% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 967,021 | 300,668 | 44,931 CHF | 17,500 CHF | 100.00% | 100.00% |
20/11/2024 | 10.90% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 590,080 | 348,211 | 51,230 CHF | 34,186 CHF | 100.00% | 100.00% |
19/11/2024 | 12.40% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 667,055 | 365,263 | 50,444 CHF | 31,751 CHF | 99.55% | 99.55% |
18/11/2024 | 9.13% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 488,571 | 488,571 | 51,148 CHF | 56,034 CHF | 99.94% | 99.94% |
15/11/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 507,810 | 476,303 | 50,392 CHF | 52,363 CHF | 100.00% | 100.00% |
14/11/2024 | 12.19% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 666,232 | 344,233 | 51,339 CHF | 29,962 CHF | 100.00% | 100.00% |
13/11/2024 | 13.69% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 748,397 | 386,157 | 50,889 CHF | 30,132 CHF | 100.00% | 100.00% |
12/11/2024 | 11.45% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 612,932 | 321,033 | 50,520 CHF | 29,697 CHF | 99.98% | 99.98% |
11/11/2024 | 10.04% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 538,609 | 413,409 | 50,909 CHF | 43,872 CHF | 100.00% | 100.00% |