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 | 10.91% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,899 CHF | 48,449 CHF | 99.18% | 99.18% |
19/11/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,206 CHF | 50,103 CHF | 96.66% | 96.66% |
18/11/2024 | 11.40% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,958 CHF | 46,479 CHF | 97.35% | 97.35% |
15/11/2024 | 8.39% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,676 CHF | 62,338 CHF | 96.46% | 96.46% |
14/11/2024 | 7.29% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 999,978 | 500,000 | 132,793 CHF | 71,398 CHF | 99.41% | 99.41% |
13/11/2024 | 11.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,346 CHF | 47,673 CHF | 98.81% | 98.81% |
12/11/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 999,965 | 500,000 | 90,368 CHF | 50,186 CHF | 99.39% | 99.39% |
11/11/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 999,967 | 499,988 | 87,108 CHF | 48,554 CHF | 99.36% | 99.36% |
08/11/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,935 | 80,892 CHF | 45,440 CHF | 99.36% | 99.36% |
07/11/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,256 CHF | 45,628 CHF | 98.63% | 98.63% |