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 | 12.29% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,695 | 76,426 CHF | 42,727 CHF | 99.40% | 99.40% |
19/11/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,058 | 81,135 CHF | 38,271 CHF | 98.75% | 98.75% |
18/11/2024 | 10.64% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,082 CHF | 39,633 CHF | 99.27% | 99.27% |
15/11/2024 | 10.25% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 92,736 CHF | 41,095 CHF | 99.38% | 99.38% |
14/11/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 104,404 CHF | 45,762 CHF | 97.97% | 97.97% |
13/11/2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 418,930 | 83,446 CHF | 39,029 CHF | 99.33% | 99.33% |
12/11/2024 | 10.64% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,054 CHF | 39,622 CHF | 99.33% | 99.33% |
11/11/2024 | 10.08% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 94,411 CHF | 41,764 CHF | 99.34% | 99.34% |
08/11/2024 | 9.89% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 96,431 CHF | 42,572 CHF | 99.36% | 99.36% |
07/11/2024 | 9.40% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,541 | 101,995 CHF | 45,152 CHF | 98.60% | 98.60% |