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 | 28.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 30,091 CHF | 24,054 CHF | 99.17% | 99.17% |
19/11/2024 | 27.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 31,558 CHF | 24,935 CHF | 99.16% | 99.16% |
18/11/2024 | 21.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 42,154 CHF | 31,292 CHF | 99.23% | 99.23% |
15/11/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 600,000 | 1,000,000 | 553,696 | 53,529 CHF | 34,994 CHF | 99.17% | 99.17% |
14/11/2024 | 16.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 529,210 | 57,186 CHF | 35,357 CHF | 99.15% | 99.15% |
13/11/2024 | 17.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 600,000 | 1,000,000 | 574,816 | 53,838 CHF | 36,536 CHF | 99.16% | 99.16% |
12/11/2024 | 14.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 600,000 | 1,000,000 | 518,617 | 65,084 CHF | 38,840 CHF | 99.16% | 99.16% |
11/11/2024 | 11.28% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 467,273 | 84,084 CHF | 43,683 CHF | 99.16% | 99.16% |
08/11/2024 | 11.30% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 460,775 | 84,138 CHF | 43,107 CHF | 99.16% | 99.16% |
07/11/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,911 CHF | 48,365 CHF | 98.26% | 98.26% |