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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 100,053 CHF | 44,021 CHF | 98.25% | 98.25% |
22/11/2024 | 10.27% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,767 | 92,597 CHF | 41,416 CHF | 99.03% | 99.03% |
20/11/2024 | 13.03% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 493,688 | 71,923 CHF | 40,391 CHF | 97.91% | 97.91% |
19/11/2024 | 12.93% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,662 CHF | 41,331 CHF | 97.36% | 97.36% |
18/11/2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 494,848 | 78,850 CHF | 43,961 CHF | 98.92% | 98.92% |
15/11/2024 | 8.74% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,280 CHF | 48,112 CHF | 98.26% | 98.26% |
14/11/2024 | 7.44% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 919,053 | 319,053 | 119,169 CHF | 44,378 CHF | 96.34% | 96.34% |
13/11/2024 | 6.22% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 140,557 CHF | 49,852 CHF | 95.94% | 95.94% |
12/11/2024 | 4.50% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,208 CHF | 56,903 CHF | 91.50% | 91.50% |
11/11/2024 | 4.86% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 729,208 | 243,069 | 146,764 CHF | 51,352 CHF | 97.78% | 97.78% |