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 | 13.18% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,067 CHF | 40,533 CHF | 99.40% | 99.40% |
19/11/2024 | 14.67% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,486 CHF | 36,743 CHF | 96.73% | 96.73% |
18/11/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,926 CHF | 39,963 CHF | 97.69% | 97.69% |
15/11/2024 | 9.68% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,291 | 100,813 CHF | 46,019 CHF | 96.51% | 96.51% |
14/11/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 130,131 CHF | 46,377 CHF | 99.33% | 99.33% |
13/11/2024 | 8.08% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 999,653 | 399,653 | 118,827 CHF | 51,500 CHF | 98.78% | 98.78% |
12/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 996,750 | 396,750 | 119,604 CHF | 51,556 CHF | 99.38% | 99.38% |
11/11/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 130,867 CHF | 46,622 CHF | 99.37% | 99.37% |
08/11/2024 | 5.77% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,576 CHF | 53,525 CHF | 99.35% | 99.35% |
07/11/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 899,924 | 299,975 | 153,196 CHF | 54,065 CHF | 98.67% | 98.67% |