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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/11/2024 | 14.84% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 62,414 CHF | 72,414 CHF | 100.00% | 100.00% |
06/11/2024 | 14.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 64,637 CHF | 74,637 CHF | 100.00% | 100.00% |
05/11/2024 | 12.15% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 77,312 CHF | 87,312 CHF | 100.00% | 100.00% |
04/11/2024 | 11.92% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 78,930 CHF | 88,930 CHF | 100.00% | 100.00% |
01/11/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,878 CHF | 89,878 CHF | 100.00% | 100.00% |
31/10/2024 | 11.23% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 84,034 CHF | 94,034 CHF | 100.00% | 100.00% |
30/10/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 82,662 CHF | 92,662 CHF | 100.00% | 100.00% |
29/10/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 80,342 CHF | 90,342 CHF | 100.00% | 100.00% |
28/10/2024 | 10.96% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 86,249 CHF | 96,249 CHF | 100.00% | 100.00% |
25/10/2024 | 10.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 90,066 CHF | 100,066 CHF | 100.00% | 100.00% |