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 | 20.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,815 | 44,893 CHF | 14,100 CHF | 98.59% | 98.59% |
22/11/2024 | 18.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 979,073 | 412,192 | 48,475 CHF | 24,836 CHF | 100.00% | 100.00% |
20/11/2024 | 13.69% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 745,004 | 384,093 | 50,700 CHF | 29,988 CHF | 100.00% | 100.00% |
19/11/2024 | 14.63% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 794,751 | 407,034 | 50,276 CHF | 29,854 CHF | 99.10% | 99.10% |
18/11/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 674,545 | 349,773 | 50,598 CHF | 29,735 CHF | 99.94% | 99.94% |
15/11/2024 | 12.85% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 696,853 | 360,928 | 50,742 CHF | 29,892 CHF | 100.00% | 100.00% |
14/11/2024 | 15.02% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 830,468 | 419,733 | 51,114 CHF | 30,046 CHF | 100.00% | 100.00% |
13/11/2024 | 15.98% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 885,784 | 445,685 | 51,005 CHF | 30,113 CHF | 100.00% | 100.00% |
12/11/2024 | 14.50% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 786,533 | 403,468 | 50,336 CHF | 29,867 CHF | 99.98% | 99.98% |
11/11/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 739,334 | 381,875 | 50,783 CHF | 30,051 CHF | 100.00% | 100.00% |