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 | 13.31% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 491,722 | 71,234 CHF | 39,774 CHF | 98.12% | 98.12% |
19/11/2024 | 11.43% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 465,208 | 85,198 CHF | 43,722 CHF | 96.41% | 96.41% |
18/11/2024 | 14.14% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,131 CHF | 38,066 CHF | 96.67% | 96.67% |
15/11/2024 | 16.10% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,561 CHF | 33,781 CHF | 95.98% | 95.98% |
14/11/2024 | 15.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,698 CHF | 34,349 CHF | 98.73% | 98.73% |
13/11/2024 | 10.43% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 446,086 | 91,700 CHF | 45,029 CHF | 98.95% | 98.95% |
12/11/2024 | 14.43% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 498,872 | 65,091 CHF | 37,433 CHF | 98.57% | 98.57% |
11/11/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,094 CHF | 30,047 CHF | 97.86% | 97.86% |
08/11/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,039 CHF | 38,520 CHF | 98.78% | 98.78% |
07/11/2024 | 13.56% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,478 CHF | 39,739 CHF | 98.29% | 98.29% |