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 | 17.72% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,668 CHF | 30,834 CHF | 99.35% | 99.35% |
19/11/2024 | 18.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,125 CHF | 29,563 CHF | 96.28% | 96.28% |
18/11/2024 | 18.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,990 CHF | 28,995 CHF | 94.47% | 94.47% |
15/11/2024 | 16.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,766 CHF | 32,883 CHF | 91.52% | 91.52% |
14/11/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,058 CHF | 35,029 CHF | 94.86% | 94.86% |
13/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 83.41% | 83.41% |
12/11/2024 | 12.09% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,951 CHF | 43,975 CHF | 91.95% | 91.95% |
11/11/2024 | 10.07% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 468,241 | 94,822 CHF | 48,917 CHF | 82.28% | 82.28% |
08/11/2024 | 11.59% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,391 CHF | 45,696 CHF | 89.21% | 89.21% |
07/11/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,277 CHF | 45,138 CHF | 80.35% | 80.35% |