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 | 20.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,920 CHF | 13,730 CHF | 99.38% | 99.38% |
19/11/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,314 | 250,000 | 39,828 CHF | 12,514 CHF | 99.08% | 99.08% |
18/11/2024 | 20.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,942 | 257,884 | 43,594 CHF | 13,895 CHF | 99.30% | 99.30% |
15/11/2024 | 19.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 291,881 | 45,542 CHF | 16,361 CHF | 99.38% | 99.38% |
14/11/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,815 | 250,000 | 44,714 CHF | 13,759 CHF | 99.35% | 99.35% |
13/11/2024 | 21.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,199 | 250,000 | 41,399 CHF | 12,918 CHF | 99.38% | 99.38% |
12/11/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,856 | 250,000 | 39,646 CHF | 12,473 CHF | 99.07% | 99.07% |
11/11/2024 | 21.90% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,469 | 250,000 | 40,550 CHF | 12,683 CHF | 99.23% | 99.23% |
08/11/2024 | 21.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,751 CHF | 13,188 CHF | 99.38% | 99.38% |
07/11/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,546 | 250,000 | 39,828 CHF | 12,522 CHF | 99.25% | 99.25% |