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 | 17.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,730 CHF | 31,865 CHF | 99.35% | 99.35% |
19/11/2024 | 15.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,156 CHF | 34,578 CHF | 96.69% | 96.69% |
18/11/2024 | 17.64% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,939 CHF | 30,969 CHF | 97.36% | 97.36% |
15/11/2024 | 13.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,169 CHF | 39,584 CHF | 96.56% | 96.56% |
14/11/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,489 CHF | 42,745 CHF | 99.37% | 99.37% |
13/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.83% | 98.83% |
12/11/2024 | 18.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,424 CHF | 30,212 CHF | 99.38% | 99.38% |
11/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,995 CHF | 29,997 CHF | 99.36% | 99.36% |
08/11/2024 | 18.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,434 CHF | 29,217 CHF | 99.36% | 99.36% |
07/11/2024 | 18.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,935 CHF | 29,968 CHF | 98.64% | 98.64% |