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 | 16.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,687 CHF | 33,343 CHF | 99.38% | 99.38% |
19/11/2024 | 18.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,201 CHF | 29,601 CHF | 99.29% | 99.29% |
18/11/2024 | 26.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,029 CHF | 21,514 CHF | 99.37% | 99.37% |
15/11/2024 | 26.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,010 CHF | 21,505 CHF | 99.41% | 99.41% |
14/11/2024 | 33.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,190 CHF | 18,095 CHF | 98.59% | 98.59% |
13/11/2024 | 18.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,044 CHF | 29,022 CHF | 99.34% | 99.34% |
12/11/2024 | 19.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,953 CHF | 27,977 CHF | 93.10% | 93.10% |
11/11/2024 | 11.12% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 443,730 | 87,566 CHF | 42,634 CHF | 99.37% | 99.37% |
08/11/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,073 | 109,076 CHF | 47,858 CHF | 94.75% | 94.75% |
07/11/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 123,473 CHF | 53,389 CHF | 98.62% | 98.62% |