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 | 27.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,787 CHF | 10,447 CHF | 98.43% | 98.43% |
22/11/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,027 CHF | 10,007 CHF | 100.00% | 100.00% |
20/11/2024 | 27.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,399 CHF | 10,350 CHF | 100.00% | 100.00% |
19/11/2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,003 CHF | 11,251 CHF | 99.91% | 99.91% |
18/11/2024 | 22.66% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,217 CHF | 12,304 CHF | 99.88% | 99.88% |
15/11/2024 | 20.53% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 254,731 | 43,820 CHF | 13,723 CHF | 100.00% | 100.00% |
14/11/2024 | 18.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 985,933 | 391,676 | 47,848 CHF | 23,284 CHF | 100.00% | 100.00% |
13/11/2024 | 20.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,399 | 268,953 | 44,297 CHF | 14,686 CHF | 100.00% | 100.00% |
12/11/2024 | 16.75% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 922,706 | 473,568 | 50,478 CHF | 30,645 CHF | 99.71% | 99.71% |
11/11/2024 | 13.59% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 735,323 | 378,753 | 50,405 CHF | 29,762 CHF | 99.84% | 99.84% |