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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 10.36% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,705 CHF | 50,852 CHF | 99.22% | 99.22% |
22/11/2024 | 13.19% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,945 CHF | 40,473 CHF | 99.19% | 99.19% |
20/11/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,107 CHF | 35,053 CHF | 98.63% | 98.63% |
19/11/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,936 CHF | 34,968 CHF | 89.10% | 89.10% |
18/11/2024 | 12.72% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,936 CHF | 41,968 CHF | 97.16% | 97.16% |
15/11/2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,990 CHF | 43,495 CHF | 91.35% | 91.35% |
14/11/2024 | 10.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,211 CHF | 49,605 CHF | 98.99% | 98.99% |
13/11/2024 | 10.91% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,939 CHF | 48,469 CHF | 98.94% | 98.94% |
12/11/2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 459,119 | 97,591 CHF | 49,298 CHF | 99.32% | 99.32% |
11/11/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 109,761 CHF | 47,905 CHF | 99.33% | 99.33% |