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 | 20.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,847 | 260,534 | 43,190 CHF | 14,009 CHF | 99.37% | 99.37% |
19/11/2024 | 20.10% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 991,398 | 329,637 | 44,665 CHF | 18,533 CHF | 99.26% | 99.26% |
18/11/2024 | 15.69% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 861,929 | 437,720 | 50,632 CHF | 30,084 CHF | 99.30% | 99.30% |
15/11/2024 | 16.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 897,099 | 455,367 | 50,493 CHF | 30,181 CHF | 99.39% | 99.39% |
14/11/2024 | 15.73% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 864,956 | 436,280 | 50,657 CHF | 29,907 CHF | 99.34% | 99.34% |
13/11/2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 895,667 | 453,175 | 50,845 CHF | 30,254 CHF | 99.35% | 99.35% |
12/11/2024 | 15.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 863,345 | 436,378 | 49,614 CHF | 29,465 CHF | 99.08% | 99.08% |