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 | 69,864 CHF | 39,932 CHF | 98.50% | 98.50% |
19/11/2024 | 14.39% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,884 CHF | 37,442 CHF | 98.83% | 98.83% |
18/11/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,504 CHF | 44,252 CHF | 98.77% | 98.77% |
15/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,367 CHF | 45,184 CHF | 98.52% | 98.52% |
14/11/2024 | 13.53% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,029 CHF | 39,515 CHF | 97.45% | 97.45% |
13/11/2024 | 12.94% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,731 CHF | 41,366 CHF | 98.85% | 98.85% |
12/11/2024 | 11.55% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,892 CHF | 45,946 CHF | 98.55% | 98.55% |
11/11/2024 | 8.06% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 119,118 CHF | 51,647 CHF | 98.83% | 98.83% |
08/11/2024 | 9.42% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 449,047 | 101,775 CHF | 49,945 CHF | 98.34% | 98.34% |
07/11/2024 | 6.47% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 999,750 | 399,750 | 150,953 CHF | 64,353 CHF | 98.33% | 98.33% |