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 | 13.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,052 CHF | 40,026 CHF | 98.95% | 98.95% |
19/11/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,090 CHF | 37,545 CHF | 98.27% | 98.27% |
18/11/2024 | 9.30% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 429,509 | 103,144 CHF | 48,404 CHF | 98.94% | 98.94% |
15/11/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 123,050 CHF | 53,220 CHF | 98.36% | 98.36% |
14/11/2024 | 8.17% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 411,226 | 119,214 CHF | 52,811 CHF | 97.76% | 97.76% |
13/11/2024 | 9.40% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 462,727 | 102,869 CHF | 51,659 CHF | 98.94% | 98.94% |
12/11/2024 | 6.08% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 996,449 | 403,312 | 162,126 CHF | 69,251 CHF | 97.72% | 97.72% |
11/11/2024 | 8.32% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 445,384 | 118,790 CHF | 56,436 CHF | 98.64% | 98.64% |
08/11/2024 | 12.05% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,767 CHF | 44,384 CHF | 98.74% | 98.74% |
07/11/2024 | 10.30% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,427 CHF | 51,214 CHF | 98.11% | 98.11% |