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 | 13.92% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,136 CHF | 38,568 CHF | 99.36% | 99.36% |
19/11/2024 | 12.90% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,946 CHF | 41,473 CHF | 96.70% | 96.70% |
18/11/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,713 CHF | 49,856 CHF | 97.50% | 97.50% |
15/11/2024 | 11.48% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,406 CHF | 46,203 CHF | 96.03% | 96.03% |
14/11/2024 | 12.68% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,153 CHF | 42,077 CHF | 99.26% | 99.26% |
13/11/2024 | 13.17% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,283 CHF | 40,642 CHF | 98.76% | 98.76% |
12/11/2024 | 12.10% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,858 CHF | 43,929 CHF | 99.36% | 99.36% |
11/11/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,116 CHF | 47,558 CHF | 99.36% | 99.36% |
08/11/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,484 CHF | 40,742 CHF | 98.24% | 98.24% |
07/11/2024 | 11.06% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,099 CHF | 48,050 CHF | 98.70% | 98.70% |