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 | 11.33% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,568 CHF | 46,784 CHF | 99.24% | 99.24% |
22/11/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,918 CHF | 39,959 CHF | 99.11% | 99.11% |
20/11/2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,441 CHF | 35,220 CHF | 98.94% | 98.94% |
19/11/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,982 CHF | 34,991 CHF | 88.63% | 88.63% |
18/11/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,951 CHF | 39,975 CHF | 97.18% | 97.18% |
15/11/2024 | 12.71% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,192 CHF | 42,096 CHF | 91.43% | 91.43% |
14/11/2024 | 11.67% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,842 CHF | 45,421 CHF | 99.01% | 99.01% |
13/11/2024 | 12.03% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,314 CHF | 44,157 CHF | 98.93% | 98.93% |
12/11/2024 | 10.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,271 CHF | 49,136 CHF | 99.32% | 99.32% |
11/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,020 CHF | 55,010 CHF | 99.33% | 99.33% |