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 | 7.39% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 195,649 CHF | 210,649 CHF | 99.45% | 99.45% |
19/11/2024 | 7.13% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 203,134 CHF | 218,134 CHF | 100.00% | 100.00% |
18/11/2024 | 7.27% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 199,049 CHF | 214,049 CHF | 98.78% | 98.78% |
15/11/2024 | 7.07% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 205,051 CHF | 220,051 CHF | 98.67% | 98.67% |
14/11/2024 | 7.40% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 195,580 CHF | 210,580 CHF | 100.00% | 100.00% |
13/11/2024 | 6.58% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 220,799 CHF | 235,799 CHF | 100.00% | 100.00% |
12/11/2024 | 6.49% | 0.08 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 223,773 CHF | 238,773 CHF | 99.81% | 99.81% |
11/11/2024 | 6.23% | 0.08 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 233,583 CHF | 248,583 CHF | 99.74% | 99.74% |
08/11/2024 | 5.25% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 278,336 CHF | 293,336 CHF | 99.16% | 99.16% |
07/11/2024 | 5.21% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 280,886 CHF | 295,886 CHF | 99.96% | 99.96% |