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 | 20.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,839 | 250,000 | 44,223 CHF | 13,636 CHF | 99.37% | 99.37% |
19/11/2024 | 20.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 981,577 | 252,452 | 44,021 CHF | 13,851 CHF | 99.07% | 99.07% |
18/11/2024 | 18.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,585 | 424,772 | 48,491 CHF | 25,191 CHF | 99.27% | 99.27% |
15/11/2024 | 17.71% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 968,503 | 488,293 | 49,861 CHF | 30,028 CHF | 99.37% | 99.37% |
14/11/2024 | 13.97% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 758,756 | 389,797 | 50,455 CHF | 29,852 CHF | 99.34% | 99.34% |
13/11/2024 | 12.46% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 668,627 | 347,671 | 50,304 CHF | 29,634 CHF | 99.37% | 99.37% |
12/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 616,457 | 320,369 | 49,311 CHF | 28,829 CHF | 99.07% | 99.07% |