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 | 21.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,844 CHF | 25,422 CHF | 99.13% | 99.13% |
19/11/2024 | 23.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,366 CHF | 23,683 CHF | 98.86% | 98.86% |
18/11/2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,391 CHF | 25,196 CHF | 98.41% | 98.41% |
15/11/2024 | 17.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,829 CHF | 31,415 CHF | 97.86% | 97.86% |
14/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 96.11% | 96.11% |
13/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 97.57% | 97.57% |
12/11/2024 | 19.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,729 CHF | 27,864 CHF | 97.62% | 97.62% |
11/11/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,079 CHF | 30,040 CHF | 98.31% | 98.31% |
08/11/2024 | 16.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,646 CHF | 33,823 CHF | 98.47% | 98.47% |
07/11/2024 | 17.99% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,681 CHF | 30,340 CHF | 97.74% | 97.74% |