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 | 8.85% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 977,221 | 377,310 | 106,465 CHF | 44,558 CHF | 98.14% | 98.14% |
19/11/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 888,830 | 305,896 | 115,664 CHF | 42,549 CHF | 96.52% | 96.52% |
18/11/2024 | 9.35% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,426 CHF | 44,970 CHF | 96.73% | 96.73% |
15/11/2024 | 10.68% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 420,177 | 89,069 CHF | 41,459 CHF | 95.92% | 95.92% |
14/11/2024 | 10.53% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 428,355 | 90,726 CHF | 42,875 CHF | 98.75% | 98.75% |
13/11/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 859,005 | 286,335 | 123,408 CHF | 43,999 CHF | 98.97% | 98.97% |
12/11/2024 | 9.55% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 987,917 | 388,233 | 99,464 CHF | 42,745 CHF | 98.57% | 98.57% |
11/11/2024 | 12.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,797 CHF | 41,898 CHF | 97.86% | 97.86% |
08/11/2024 | 9.53% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 415,614 | 100,791 CHF | 45,786 CHF | 98.77% | 98.77% |
07/11/2024 | 9.41% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 424,996 | 102,971 CHF | 47,552 CHF | 98.23% | 98.23% |