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 | 18.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,510 CHF | 29,755 CHF | 99.15% | 99.15% |
19/11/2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,247 CHF | 31,123 CHF | 98.10% | 98.10% |
18/11/2024 | 13.03% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,984 CHF | 40,992 CHF | 98.88% | 98.88% |
15/11/2024 | 11.48% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,314 CHF | 46,157 CHF | 98.28% | 98.28% |
14/11/2024 | 11.77% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,670 CHF | 45,335 CHF | 97.92% | 97.92% |
13/11/2024 | 13.10% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,737 CHF | 40,869 CHF | 99.15% | 99.15% |
12/11/2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,345 CHF | 52,672 CHF | 98.01% | 98.01% |
11/11/2024 | 13.17% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,801 CHF | 41,401 CHF | 98.64% | 98.64% |
08/11/2024 | 17.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,537 CHF | 30,768 CHF | 98.82% | 98.82% |
07/11/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,478 CHF | 34,739 CHF | 98.03% | 98.03% |