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 | 15.13% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 410,815 | 61,248 CHF | 29,256 CHF | 99.35% | 99.35% |
19/11/2024 | 14.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,236 | 62,831 CHF | 29,149 CHF | 96.60% | 96.60% |
18/11/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 69,346 CHF | 31,738 CHF | 97.20% | 97.20% |
15/11/2024 | 13.21% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 70,759 CHF | 32,304 CHF | 95.85% | 95.85% |
14/11/2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,322 CHF | 25,661 CHF | 99.30% | 99.30% |
13/11/2024 | 19.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,823 CHF | 28,911 CHF | 99.09% | 99.09% |
12/11/2024 | 21.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,690 CHF | 25,845 CHF | 99.34% | 99.34% |
11/11/2024 | 26.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,205 CHF | 21,602 CHF | 96.28% | 96.28% |
08/11/2024 | 13.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 426,688 | 68,767 CHF | 33,339 CHF | 96.77% | 96.77% |
07/11/2024 | 14.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,981 | 63,560 CHF | 36,328 CHF | 98.65% | 98.65% |