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 | 11.18% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 84,764 CHF | 37,906 CHF | 99.35% | 99.35% |
19/11/2024 | 11.29% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 83,967 CHF | 37,587 CHF | 96.62% | 96.62% |
18/11/2024 | 10.09% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 94,426 CHF | 41,771 CHF | 97.18% | 97.18% |
15/11/2024 | 10.24% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 92,862 CHF | 41,145 CHF | 96.02% | 96.02% |
14/11/2024 | 14.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,054 CHF | 36,027 CHF | 99.35% | 99.35% |
13/11/2024 | 13.75% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,988 CHF | 38,994 CHF | 99.07% | 99.07% |
12/11/2024 | 13.24% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,664 CHF | 40,332 CHF | 74.94% | 74.94% |
11/11/2024 | 15.75% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,109 CHF | 34,554 CHF | 96.29% | 96.29% |
08/11/2024 | 10.64% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,085 | 89,910 CHF | 41,670 CHF | 96.77% | 96.77% |
07/11/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 479,767 | 84,892 CHF | 45,323 CHF | 98.65% | 98.65% |