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 | 6.38% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 652,069 | 652,069 | 103,340 CHF | 109,885 CHF | 98.88% | 98.88% |
20/11/2024 | 5.83% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 633,108 | 633,108 | 106,804 CHF | 113,159 CHF | 99.90% | 99.90% |
19/11/2024 | 6.58% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 675,502 | 675,502 | 102,872 CHF | 109,642 CHF | 99.55% | 99.55% |
18/11/2024 | 8.27% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 762,771 | 762,771 | 130,203 CHF | 141,219 CHF | 97.74% | 97.74% |
15/11/2024 | 11.55% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 863,360 | 863,360 | 73,129 CHF | 81,784 CHF | 99.27% | 99.27% |
14/11/2024 | 7.87% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 711,379 | 711,379 | 88,585 CHF | 95,729 CHF | 98.87% | 98.87% |
13/11/2024 | 6.70% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 720,842 | 720,842 | 107,015 CHF | 114,253 CHF | 99.34% | 99.34% |
12/11/2024 | 16.00% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 387,209 | 387,209 | 69,498 CHF | 75,688 CHF | 96.20% | 96.20% |
11/11/2024 | 5.68% | 0.22 CHF | 0.23 CHF | 1,000,000 | 1,000,000 | 766,157 | 766,157 | 135,003 CHF | 142,678 CHF | 97.30% | 97.30% |
08/11/2024 | 15.35% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 847,209 | 847,209 | 55,617 CHF | 64,123 CHF | 100.00% | 100.00% |