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 | 15.92% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 57,915 CHF | 27,166 CHF | 99.37% | 99.37% |
19/11/2024 | 13.95% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 965,382 | 365,382 | 64,543 CHF | 28,020 CHF | 98.86% | 98.86% |
18/11/2024 | 13.31% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 998,673 | 398,673 | 70,061 CHF | 31,947 CHF | 99.54% | 99.54% |
15/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 921,927 | 321,927 | 73,960 CHF | 28,974 CHF | 99.39% | 99.39% |
14/11/2024 | 10.23% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 83,658 CHF | 30,886 CHF | 97.77% | 97.77% |
13/11/2024 | 13.68% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 68,349 CHF | 31,339 CHF | 99.35% | 99.35% |
12/11/2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 996,254 | 396,254 | 71,329 CHF | 32,314 CHF | 93.13% | 93.13% |
11/11/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 938,404 | 338,404 | 76,810 CHF | 31,021 CHF | 99.37% | 99.37% |
08/11/2024 | 11.85% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 972,186 | 372,186 | 77,404 CHF | 33,263 CHF | 93.13% | 93.13% |
07/11/2024 | 10.64% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 960,192 | 360,192 | 86,005 CHF | 35,671 CHF | 98.62% | 98.62% |