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 | 17.44% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 470,454 | 52,723 CHF | 29,317 CHF | 98.95% | 98.95% |
19/11/2024 | 17.84% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 423,333 | 53,977 CHF | 26,711 CHF | 95.77% | 95.77% |
18/11/2024 | 51.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,587 CHF | 12,794 CHF | 97.02% | 97.02% |
15/11/2024 | 47.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,272 CHF | 13,636 CHF | 94.99% | 94.99% |
14/11/2024 | 46.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,494 CHF | 13,747 CHF | 98.45% | 98.45% |
13/11/2024 | 13.78% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 424,908 | 68,027 CHF | 32,954 CHF | 98.26% | 98.26% |
12/11/2024 | 18.79% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 497,024 | 49,082 CHF | 29,303 CHF | 98.33% | 98.33% |
11/11/2024 | 27.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,413 CHF | 21,207 CHF | 98.73% | 98.73% |
08/11/2024 | 22.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,340 CHF | 25,670 CHF | 97.70% | 97.70% |
07/11/2024 | 22.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,238 CHF | 25,619 CHF | 98.09% | 98.09% |