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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 10.28% | 0.14 CHF | 0.15 CHF | 940,000 | 940,000 | 507,283 | 507,283 | 50,329 CHF | 55,419 CHF | 98.88% | 98.88% |
20/11/2024 | 8.10% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 518,868 | 518,868 | 61,245 CHF | 66,451 CHF | 99.90% | 99.90% |
19/11/2024 | 9.32% | 0.13 CHF | 0.14 CHF | 980,000 | 980,000 | 526,995 | 526,995 | 56,637 CHF | 61,917 CHF | 99.55% | 99.55% |
18/11/2024 | 11.74% | 0.14 CHF | 0.15 CHF | 980,000 | 980,000 | 518,489 | 518,489 | 64,524 CHF | 71,602 CHF | 97.73% | 97.73% |
15/11/2024 | 18.64% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 551,582 | 551,582 | 28,833 CHF | 34,360 CHF | 99.27% | 99.27% |
14/11/2024 | 11.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 527,181 | 527,181 | 43,389 CHF | 48,683 CHF | 98.88% | 98.88% |
13/11/2024 | 9.32% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 521,715 | 521,715 | 54,542 CHF | 59,781 CHF | 99.34% | 99.34% |
12/11/2024 | 18.38% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 340,504 | 340,504 | 50,675 CHF | 55,785 CHF | 96.53% | 96.53% |
11/11/2024 | 7.52% | 0.21 CHF | 0.22 CHF | 960,000 | 960,000 | 520,755 | 520,755 | 73,260 CHF | 78,475 CHF | 97.29% | 97.29% |
08/11/2024 | 27.61% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 549,066 | 549,066 | 22,023 CHF | 27,536 CHF | 100.00% | 100.00% |