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 | 18.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,596 CHF | 29,298 CHF | 99.36% | 99.36% |
19/11/2024 | 17.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,369 CHF | 30,685 CHF | 96.70% | 96.70% |
18/11/2024 | 15.31% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,346 CHF | 35,173 CHF | 97.56% | 97.56% |
15/11/2024 | 15.58% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,315 CHF | 34,658 CHF | 96.20% | 96.20% |
14/11/2024 | 17.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,432 CHF | 30,716 CHF | 99.53% | 99.53% |
13/11/2024 | 18.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,648 CHF | 29,824 CHF | 98.77% | 98.77% |
12/11/2024 | 17.69% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,774 CHF | 30,887 CHF | 99.36% | 99.36% |
11/11/2024 | 15.99% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,818 CHF | 33,909 CHF | 99.38% | 99.38% |
08/11/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,580 CHF | 29,790 CHF | 98.24% | 98.24% |
07/11/2024 | 15.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,502 CHF | 34,251 CHF | 98.71% | 98.71% |