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 | 10.05% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 427,161 | 95,471 CHF | 44,724 CHF | 98.90% | 98.90% |
19/11/2024 | 14.23% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 493,892 | 67,047 CHF | 37,838 CHF | 88.39% | 88.39% |
18/11/2024 | 17.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,296 CHF | 31,148 CHF | 97.35% | 97.35% |
15/11/2024 | 15.69% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,399 CHF | 35,200 CHF | 90.02% | 90.02% |
14/11/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 953,712 | 353,712 | 172,938 CHF | 67,378 CHF | 99.03% | 99.03% |
13/11/2024 | 8.72% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 428,625 | 112,411 CHF | 52,109 CHF | 98.69% | 98.69% |
12/11/2024 | 7.84% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,160 | 122,753 CHF | 53,119 CHF | 99.30% | 99.30% |
11/11/2024 | 6.63% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 146,369 CHF | 62,548 CHF | 99.35% | 99.35% |
08/11/2024 | 6.16% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 964,724 | 364,724 | 152,639 CHF | 60,963 CHF | 98.16% | 98.16% |
07/11/2024 | 9.27% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 428,970 | 103,773 CHF | 48,497 CHF | 97.36% | 97.36% |