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 | 6.22% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 156,144 CHF | 83,072 CHF | 99.09% | 99.09% |
19/11/2024 | 7.57% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,119 CHF | 69,059 CHF | 88.41% | 88.41% |
18/11/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,618 CHF | 60,309 CHF | 97.38% | 97.38% |
15/11/2024 | 8.66% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,227 CHF | 60,613 CHF | 89.79% | 89.79% |
14/11/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 218,157 CHF | 91,263 CHF | 99.03% | 99.03% |
13/11/2024 | 6.13% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 483,626 | 159,399 CHF | 81,393 CHF | 98.70% | 98.70% |
12/11/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 165,895 CHF | 87,948 CHF | 99.31% | 99.31% |
11/11/2024 | 5.32% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 445,288 | 183,120 CHF | 85,712 CHF | 99.34% | 99.34% |
08/11/2024 | 5.01% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,494 | 195,282 CHF | 82,397 CHF | 98.16% | 98.16% |
07/11/2024 | 6.48% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,404 | 149,951 CHF | 79,862 CHF | 98.64% | 98.64% |