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 | - | 0.40 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
19/11/2024 | - | 0.37 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.69% |
18/11/2024 | - | 0.42 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.74% |
15/11/2024 | 3.28% | 0.41 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,000 CHF | 77,500 CHF | 3.21% | 96.48% |
14/11/2024 | 3.58% | 0.36 CHF | 0.41 CHF | 750,000 | 250,000 | 821,676 | 273,892 | 234,022 CHF | 80,746 CHF | 69.89% | 93.03% |
13/11/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 169,907 CHF | 59,636 CHF | 98.81% | 98.81% |
12/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 159,305 CHF | 56,102 CHF | 99.38% | 99.38% |
11/11/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 144,855 CHF | 51,285 CHF | 99.15% | 99.15% |
08/11/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 150,450 CHF | 64,180 CHF | 98.88% | 98.88% |
07/11/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 159,508 CHF | 67,803 CHF | 97.21% | 97.21% |