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 | 15.10% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,364 CHF | 35,682 CHF | 99.47% | 99.47% |
19/11/2024 | 15.90% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,140 CHF | 34,070 CHF | 96.70% | 96.70% |
18/11/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,115 CHF | 35,058 CHF | 97.68% | 97.68% |
15/11/2024 | 12.62% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,213 CHF | 42,607 CHF | 96.55% | 96.55% |
14/11/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,355 CHF | 55,177 CHF | 99.35% | 99.35% |
13/11/2024 | 11.27% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,027 CHF | 47,014 CHF | 98.80% | 98.80% |
12/11/2024 | 10.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,884 CHF | 49,442 CHF | 99.37% | 99.37% |
11/11/2024 | 9.61% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,178 CHF | 54,589 CHF | 99.38% | 99.38% |
08/11/2024 | 8.22% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 410,051 | 116,815 CHF | 51,929 CHF | 99.34% | 99.34% |
07/11/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 118,930 CHF | 51,572 CHF | 98.66% | 98.66% |