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 | 12.26% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 452,823 | 76,963 CHF | 39,187 CHF | 99.56% | 99.56% |
19/11/2024 | 13.31% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 479,289 | 70,827 CHF | 38,514 CHF | 98.75% | 98.75% |
18/11/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,604 | 85,624 CHF | 38,304 CHF | 99.02% | 99.02% |
15/11/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 427,289 | 86,597 CHF | 41,006 CHF | 99.56% | 99.56% |
14/11/2024 | 15.70% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,369 CHF | 35,185 CHF | 97.60% | 97.60% |
13/11/2024 | 22.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,315 CHF | 24,657 CHF | 99.34% | 99.34% |
12/11/2024 | 17.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,045 CHF | 32,022 CHF | 98.63% | 98.63% |
11/11/2024 | 11.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 470,951 | 79,026 CHF | 41,775 CHF | 99.06% | 99.06% |
08/11/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 472,562 | 80,738 CHF | 42,723 CHF | 93.13% | 93.13% |
07/11/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 418,197 | 116,196 CHF | 52,492 CHF | 98.60% | 98.60% |