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 | 51.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,275 | 250,000 | 14,426 CHF | 6,132 CHF | 99.38% | 99.38% |
19/11/2024 | 49.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,763 | 250,000 | 15,211 CHF | 6,319 CHF | 99.27% | 99.27% |
18/11/2024 | 38.74% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,242 CHF | 7,810 CHF | 99.26% | 99.26% |
15/11/2024 | 26.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,030 | 250,000 | 33,289 CHF | 10,867 CHF | 99.38% | 99.38% |
14/11/2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 908,355 | 376,314 | 47,230 CHF | 24,207 CHF | 99.38% | 99.38% |
13/11/2024 | 13.26% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 716,423 | 371,484 | 50,473 CHF | 29,888 CHF | 99.36% | 99.36% |
12/11/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 664,148 | 345,105 | 50,580 CHF | 29,755 CHF | 99.09% | 99.09% |
11/11/2024 | 10.95% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 592,087 | 300,416 | 51,145 CHF | 28,965 CHF | 99.27% | 99.27% |
08/11/2024 | 11.33% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 605,878 | 339,309 | 50,515 CHF | 32,042 CHF | 99.39% | 99.39% |
07/11/2024 | 10.30% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 554,728 | 363,401 | 51,049 CHF | 37,596 CHF | 99.24% | 99.24% |