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 | 12.57% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,843 CHF | 42,422 CHF | 97.04% | 97.04% |
19/11/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,013 CHF | 45,007 CHF | 96.19% | 96.19% |
18/11/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,856 CHF | 45,928 CHF | 92.63% | 92.63% |
15/11/2024 | 10.56% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,736 CHF | 49,868 CHF | 93.20% | 93.20% |
14/11/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,530 CHF | 47,765 CHF | 98.80% | 98.80% |
13/11/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,061 CHF | 40,031 CHF | 94.98% | 94.98% |
12/11/2024 | 11.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,772 CHF | 44,886 CHF | 98.91% | 98.91% |
11/11/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,025 CHF | 50,012 CHF | 92.92% | 92.92% |
08/11/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,199 CHF | 50,100 CHF | 97.07% | 97.07% |
07/11/2024 | 9.91% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,155 CHF | 53,077 CHF | 98.65% | 98.65% |