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 | 14.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 423,386 | 63,306 CHF | 30,839 CHF | 99.35% | 99.35% |
19/11/2024 | 12.88% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 995,340 | 402,134 | 73,271 CHF | 33,456 CHF | 96.69% | 96.69% |
18/11/2024 | 10.12% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 979,899 | 379,899 | 92,056 CHF | 39,411 CHF | 97.57% | 97.57% |
15/11/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 999,760 | 399,760 | 90,935 CHF | 40,357 CHF | 95.43% | 95.43% |
14/11/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 78,807 CHF | 35,523 CHF | 99.31% | 99.31% |
13/11/2024 | 12.29% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,055 | 77,048 CHF | 34,963 CHF | 98.93% | 98.93% |
12/11/2024 | 10.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 999,385 | 399,385 | 89,782 CHF | 39,870 CHF | 99.36% | 99.36% |
11/11/2024 | 9.07% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 928,726 | 328,726 | 97,872 CHF | 37,819 CHF | 99.37% | 99.37% |
08/11/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 82,925 CHF | 37,170 CHF | 98.24% | 98.24% |
07/11/2024 | 9.35% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 942,499 | 342,499 | 96,844 CHF | 38,309 CHF | 98.64% | 98.64% |