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 | 20.02% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,783 | 250,000 | 44,718 CHF | 13,738 CHF | 99.38% | 99.38% |
19/11/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,038 CHF | 12,510 CHF | 99.27% | 99.27% |
18/11/2024 | 20.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 262,833 | 43,942 CHF | 14,237 CHF | 99.30% | 99.30% |
15/11/2024 | 17.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 943,643 | 481,215 | 50,294 CHF | 30,474 CHF | 99.39% | 99.39% |
14/11/2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 996,134 | 488,720 | 49,592 CHF | 29,246 CHF | 99.35% | 99.35% |
13/11/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 988,219 | 496,071 | 49,954 CHF | 30,041 CHF | 99.38% | 99.38% |
12/11/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 989,146 | 491,112 | 49,417 CHF | 29,451 CHF | 99.09% | 99.09% |
11/11/2024 | 17.46% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 954,258 | 463,268 | 49,962 CHF | 29,014 CHF | 99.30% | 99.30% |
08/11/2024 | 20.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,251 | 284,345 | 43,156 CHF | 15,336 CHF | 99.39% | 99.39% |
07/11/2024 | 17.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 967,809 | 436,853 | 49,135 CHF | 26,847 CHF | 99.27% | 99.27% |