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 | 15.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,008 CHF | 34,504 CHF | 99.33% | 99.33% |
19/11/2024 | 17.56% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,219 CHF | 31,110 CHF | 96.69% | 96.69% |
18/11/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,932 CHF | 39,966 CHF | 97.64% | 97.64% |
15/11/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,683 CHF | 39,841 CHF | 96.57% | 96.57% |
14/11/2024 | 14.76% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,119 CHF | 36,559 CHF | 99.34% | 99.34% |
13/11/2024 | 16.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,166 CHF | 33,583 CHF | 99.37% | 99.37% |
12/11/2024 | 15.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,935 | 61,188 CHF | 35,590 CHF | 99.37% | 99.37% |
11/11/2024 | 11.03% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,901 CHF | 47,951 CHF | 99.32% | 99.32% |
08/11/2024 | 11.12% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,196 CHF | 47,598 CHF | 99.39% | 99.39% |
07/11/2024 | 9.54% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,560 CHF | 55,280 CHF | 98.63% | 98.63% |