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 | 35.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,712 | 250,000 | 23,496 CHF | 8,407 CHF | 99.36% | 99.36% |
19/11/2024 | 31.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,421 CHF | 9,355 CHF | 99.28% | 99.28% |
18/11/2024 | 34.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,131 CHF | 8,533 CHF | 99.22% | 99.22% |
15/11/2024 | 29.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,200 | 249,992 | 28,481 CHF | 9,656 CHF | 99.38% | 99.38% |
14/11/2024 | 24.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,954 | 250,000 | 35,683 CHF | 11,459 CHF | 99.35% | 99.35% |
13/11/2024 | 19.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 977,421 | 390,170 | 45,760 CHF | 22,833 CHF | 99.36% | 99.36% |
12/11/2024 | 9.72% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 519,582 | 396,936 | 50,967 CHF | 44,008 CHF | 99.05% | 99.05% |
11/11/2024 | 10.19% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 546,507 | 383,234 | 50,842 CHF | 40,135 CHF | 99.26% | 99.26% |
08/11/2024 | 7.11% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 384,042 | 384,042 | 52,147 CHF | 55,988 CHF | 99.38% | 99.38% |
07/11/2024 | 5.97% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 320,734 | 320,731 | 52,146 CHF | 55,353 CHF | 99.25% | 99.25% |