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 | 15.85% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 988,132 | 496,044 | 58,119 CHF | 34,116 CHF | 98.94% | 98.94% |
19/11/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 978,440 | 492,813 | 59,326 CHF | 34,806 CHF | 98.43% | 98.43% |
18/11/2024 | 15.86% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 999,890 | 499,963 | 58,311 CHF | 34,156 CHF | 97.64% | 97.64% |
15/11/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 924,200 | 468,748 | 63,300 CHF | 36,798 CHF | 98.61% | 98.61% |
14/11/2024 | 13.96% | 0.08 CHF | 0.09 CHF | 825,000 | 425,000 | 943,185 | 478,622 | 62,860 CHF | 36,715 CHF | 98.52% | 98.52% |
13/11/2024 | 15.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 865,173 | 435,318 | 51,438 CHF | 30,203 CHF | 99.04% | 99.04% |
12/11/2024 | 15.78% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 487,107 | 225,551 | 29,025 CHF | 15,981 CHF | 95.74% | 95.74% |
11/11/2024 | 24.37% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 495,884 | 150,198 | 18,746 CHF | 7,632 CHF | 98.14% | 98.14% |
08/11/2024 | 10.97% | 0.08 CHF | 0.09 CHF | 375,000 | 188,000 | 324,022 | 165,329 | 27,883 CHF | 15,883 CHF | 99.43% | 99.43% |
07/11/2024 | 7.75% | 0.09 CHF | 0.10 CHF | 288,000 | 288,000 | 231,368 | 231,368 | 28,761 CHF | 31,074 CHF | 98.68% | 98.68% |