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 | 8.20% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 175,670 CHF | 190,670 CHF | 100.00% | 100.00% |
19/11/2024 | 9.01% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 159,636 CHF | 174,636 CHF | 100.00% | 100.00% |
18/11/2024 | 7.88% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 182,998 CHF | 197,998 CHF | 99.05% | 99.05% |
15/11/2024 | 7.21% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 200,731 CHF | 215,731 CHF | 100.00% | 100.00% |
14/11/2024 | 7.24% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 200,166 CHF | 215,166 CHF | 99.08% | 99.08% |
13/11/2024 | 8.48% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 169,757 CHF | 184,757 CHF | 100.00% | 100.00% |
12/11/2024 | 6.99% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 207,701 CHF | 222,701 CHF | 100.00% | 100.00% |
11/11/2024 | 6.02% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 241,574 CHF | 256,574 CHF | 100.00% | 100.00% |
08/11/2024 | 6.57% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 221,218 CHF | 236,218 CHF | 100.00% | 100.00% |
07/11/2024 | 6.05% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 240,525 CHF | 255,525 CHF | 99.68% | 99.68% |