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 | 18.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,173 CHF | 30,087 CHF | 99.36% | 99.36% |
19/11/2024 | 17.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,947 CHF | 31,473 CHF | 99.35% | 99.35% |
18/11/2024 | 17.62% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,992 CHF | 30,996 CHF | 99.39% | 99.39% |
15/11/2024 | 17.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,960 CHF | 30,480 CHF | 99.38% | 99.38% |
14/11/2024 | 18.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,357 CHF | 29,679 CHF | 98.00% | 98.00% |
13/11/2024 | 24.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,897 CHF | 22,948 CHF | 99.37% | 99.37% |
12/11/2024 | 21.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,186 CHF | 25,593 CHF | 93.09% | 93.09% |
11/11/2024 | 18.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,484 CHF | 30,242 CHF | 99.36% | 99.36% |
08/11/2024 | 16.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,688 CHF | 33,844 CHF | 93.12% | 93.12% |
07/11/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,008 CHF | 39,504 CHF | 98.61% | 98.61% |