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 | 48.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,671 | 250,000 | 15,635 CHF | 6,436 CHF | 99.39% | 99.39% |
19/11/2024 | 42.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 981,600 | 250,000 | 18,446 CHF | 7,204 CHF | 99.07% | 99.07% |
18/11/2024 | 37.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,974 | 250,000 | 21,545 CHF | 7,905 CHF | 99.27% | 99.27% |
15/11/2024 | 32.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,531 | 250,000 | 25,904 CHF | 9,016 CHF | 99.39% | 99.39% |
14/11/2024 | 20.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 952,190 | 383,642 | 44,306 CHF | 22,840 CHF | 99.34% | 99.34% |
13/11/2024 | 15.71% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 862,197 | 436,962 | 50,598 CHF | 30,004 CHF | 99.38% | 99.38% |
12/11/2024 | 13.15% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 711,584 | 372,219 | 50,517 CHF | 30,273 CHF | 99.05% | 99.05% |
11/11/2024 | 10.67% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 565,872 | 319,399 | 50,278 CHF | 31,894 CHF | 99.22% | 99.22% |