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% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,842 | 250,000 | 23,447 CHF | 8,407 CHF | 99.37% | 99.37% |
19/11/2024 | 33.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 981,460 | 250,000 | 24,640 CHF | 8,776 CHF | 99.09% | 99.09% |
18/11/2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,836 | 250,000 | 30,002 CHF | 10,028 CHF | 99.28% | 99.28% |
15/11/2024 | 24.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,587 | 250,000 | 36,299 CHF | 11,631 CHF | 99.38% | 99.38% |
14/11/2024 | 15.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 790,329 | 350,326 | 48,413 CHF | 26,082 CHF | 99.34% | 99.34% |
13/11/2024 | 11.90% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 632,856 | 328,009 | 50,041 CHF | 29,207 CHF | 99.39% | 99.39% |
12/11/2024 | 10.07% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 539,308 | 359,815 | 50,817 CHF | 38,443 CHF | 99.07% | 99.07% |
11/11/2024 | 8.28% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 437,889 | 437,889 | 50,790 CHF | 55,169 CHF | 99.21% | 99.21% |