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 | 10.19% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 93,499 CHF | 41,400 CHF | 99.24% | 99.24% |
22/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,012 CHF | 40,006 CHF | 99.17% | 99.17% |
20/11/2024 | 16.34% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,575 CHF | 33,288 CHF | 98.93% | 98.93% |
19/11/2024 | 15.59% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,282 CHF | 34,641 CHF | 88.60% | 88.60% |
18/11/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,411 | 70,346 CHF | 40,030 CHF | 97.18% | 97.18% |
15/11/2024 | 12.40% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 416,183 | 77,111 CHF | 35,924 CHF | 91.06% | 91.06% |
14/11/2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 97,578 CHF | 43,031 CHF | 98.99% | 98.99% |
13/11/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,229 CHF | 39,692 CHF | 98.68% | 98.68% |
12/11/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 999,583 | 399,583 | 107,406 CHF | 46,929 CHF | 99.32% | 99.32% |
11/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 115,229 CHF | 41,410 CHF | 99.33% | 99.33% |