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 | 7.00% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 206,965 CHF | 221,965 CHF | 100.00% | 100.00% |
19/11/2024 | 7.62% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 190,059 CHF | 205,059 CHF | 100.00% | 100.00% |
18/11/2024 | 6.65% | 0.08 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 218,477 CHF | 233,477 CHF | 100.00% | 100.00% |
15/11/2024 | 6.40% | 0.08 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 227,190 CHF | 242,190 CHF | 100.00% | 100.00% |
14/11/2024 | 6.34% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 229,316 CHF | 244,316 CHF | 100.00% | 100.00% |
13/11/2024 | 7.25% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 199,870 CHF | 214,870 CHF | 100.00% | 100.00% |
12/11/2024 | 6.08% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 240,155 CHF | 255,155 CHF | 100.00% | 100.00% |
11/11/2024 | 5.15% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 284,116 CHF | 299,116 CHF | 100.00% | 100.00% |
08/11/2024 | 5.93% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 245,936 CHF | 260,936 CHF | 100.00% | 100.00% |
07/11/2024 | 5.57% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 261,939 CHF | 276,939 CHF | 99.68% | 99.68% |