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 | 12.22% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 454,511 | 77,199 CHF | 39,460 CHF | 99.18% | 99.18% |
19/11/2024 | 11.70% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 441,550 | 80,691 CHF | 39,944 CHF | 96.65% | 96.65% |
18/11/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 483,445 | 74,583 CHF | 40,703 CHF | 97.35% | 97.35% |
15/11/2024 | 7.33% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 959,503 | 359,503 | 126,801 CHF | 50,814 CHF | 96.36% | 96.36% |
14/11/2024 | 5.48% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 892,461 | 298,283 | 159,059 CHF | 56,117 CHF | 99.33% | 99.33% |
13/11/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,594 | 98,237 CHF | 43,454 CHF | 99.00% | 99.00% |
12/11/2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 113,014 CHF | 49,206 CHF | 99.38% | 99.38% |
11/11/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,555 | 104,179 CHF | 45,727 CHF | 99.36% | 99.36% |
08/11/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 466,021 | 94,271 CHF | 48,246 CHF | 99.37% | 99.37% |
07/11/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 468,589 | 97,176 CHF | 50,031 CHF | 98.64% | 98.64% |