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 | 15.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,221 CHF | 34,611 CHF | 99.08% | 99.08% |
19/11/2024 | 18.60% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,364 CHF | 29,682 CHF | 88.34% | 88.34% |
18/11/2024 | 20.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,124 CHF | 27,562 CHF | 97.37% | 97.37% |
15/11/2024 | 21.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,236 CHF | 26,118 CHF | 89.94% | 89.94% |
14/11/2024 | 10.15% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,908 CHF | 51,954 CHF | 99.02% | 99.02% |
13/11/2024 | 14.70% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,714 CHF | 36,857 CHF | 99.05% | 99.05% |
12/11/2024 | 13.46% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,371 CHF | 39,685 CHF | 99.30% | 99.30% |
11/11/2024 | 12.71% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,982 CHF | 41,991 CHF | 99.34% | 99.34% |
08/11/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,107 CHF | 46,054 CHF | 98.15% | 98.15% |
07/11/2024 | 16.03% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,977 CHF | 33,989 CHF | 97.33% | 97.33% |