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 | 22.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,119 CHF | 25,059 CHF | 99.43% | 99.43% |
19/11/2024 | 23.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,113 CHF | 24,057 CHF | 96.74% | 96.74% |
18/11/2024 | 22.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,331 CHF | 25,165 CHF | 97.77% | 97.77% |
15/11/2024 | 13.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,404 | 70,581 CHF | 33,355 CHF | 96.59% | 96.59% |
14/11/2024 | 8.34% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 299,940 | 103,885 CHF | 37,621 CHF | 99.37% | 99.37% |
13/11/2024 | 10.65% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 999,638 | 399,638 | 88,968 CHF | 39,562 CHF | 98.76% | 98.76% |
12/11/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 996,046 | 396,046 | 89,994 CHF | 39,721 CHF | 99.37% | 99.37% |
11/11/2024 | 8.26% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 104,763 CHF | 37,921 CHF | 99.38% | 99.38% |
08/11/2024 | 6.74% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 892,386 | 297,462 | 128,172 CHF | 45,699 CHF | 99.35% | 99.35% |
07/11/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 751,223 | 250,408 | 108,988 CHF | 38,833 CHF | 98.66% | 98.66% |