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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 6.93% | 0.20 CHF | 0.21 CHF | 940,000 | 940,000 | 507,235 | 507,235 | 75,485 CHF | 80,574 CHF | 98.88% | 98.88% |
20/11/2024 | 5.80% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 518,845 | 518,845 | 86,882 CHF | 92,088 CHF | 99.90% | 99.90% |
19/11/2024 | 6.65% | 0.18 CHF | 0.19 CHF | 980,000 | 980,000 | 526,986 | 526,986 | 80,400 CHF | 85,681 CHF | 99.55% | 99.55% |
18/11/2024 | 8.01% | 0.19 CHF | 0.20 CHF | 980,000 | 980,000 | 518,503 | 518,503 | 93,442 CHF | 100,521 CHF | 97.73% | 97.73% |
15/11/2024 | 11.94% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 551,648 | 551,648 | 46,606 CHF | 52,134 CHF | 99.27% | 99.27% |
14/11/2024 | 7.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 527,180 | 527,180 | 67,004 CHF | 72,299 CHF | 98.88% | 98.88% |
13/11/2024 | 6.28% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 521,746 | 521,746 | 82,178 CHF | 87,418 CHF | 99.34% | 99.34% |
12/11/2024 | 13.62% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 341,918 | 341,918 | 71,314 CHF | 76,429 CHF | 96.00% | 96.00% |
11/11/2024 | 5.18% | 0.28 CHF | 0.29 CHF | 960,000 | 960,000 | 520,810 | 520,810 | 105,303 CHF | 110,518 CHF | 97.29% | 97.29% |
08/11/2024 | 17.37% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 549,070 | 549,070 | 36,105 CHF | 41,619 CHF | 100.00% | 100.00% |