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 | 11.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,818 CHF | 44,909 CHF | 99.59% | 99.59% |
22/11/2024 | 11.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,062 CHF | 45,031 CHF | 98.27% | 98.27% |
20/11/2024 | 15.18% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,990 CHF | 35,495 CHF | 99.36% | 99.36% |
19/11/2024 | 17.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,544 CHF | 31,272 CHF | 96.32% | 96.32% |
18/11/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,160 CHF | 31,080 CHF | 94.45% | 94.45% |
15/11/2024 | 15.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,916 CHF | 33,958 CHF | 91.49% | 91.49% |
14/11/2024 | 15.24% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,718 CHF | 35,359 CHF | 94.68% | 94.68% |
13/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 83.40% | 83.40% |
12/11/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,443 CHF | 40,221 CHF | 91.87% | 91.87% |
11/11/2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,954 CHF | 44,477 CHF | 82.29% | 82.29% |