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 | 14.30% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,294 CHF | 37,647 CHF | 99.43% | 99.43% |
19/11/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,980 CHF | 34,990 CHF | 96.81% | 96.81% |
18/11/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,164 CHF | 35,082 CHF | 97.75% | 97.75% |
15/11/2024 | 13.49% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,593 CHF | 39,796 CHF | 96.51% | 96.51% |
14/11/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,048 CHF | 50,024 CHF | 99.32% | 99.32% |
13/11/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,970 CHF | 44,985 CHF | 98.98% | 98.98% |
12/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,218 CHF | 45,109 CHF | 99.37% | 99.37% |
11/11/2024 | 10.10% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,234 CHF | 52,117 CHF | 99.35% | 99.35% |
08/11/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,441 CHF | 59,220 CHF | 99.34% | 99.34% |
07/11/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,419 CHF | 59,710 CHF | 98.67% | 98.67% |