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 | 6.95% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 139,103 CHF | 74,552 CHF | 99.35% | 99.35% |
19/11/2024 | 6.72% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 143,920 CHF | 76,960 CHF | 96.92% | 96.92% |
18/11/2024 | 7.14% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 135,490 CHF | 72,745 CHF | 97.34% | 97.34% |
15/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,724 | 179,435 CHF | 76,577 CHF | 96.38% | 96.38% |
14/11/2024 | 4.72% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 207,603 CHF | 87,041 CHF | 99.36% | 99.36% |
13/11/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 139,798 CHF | 74,899 CHF | 98.80% | 98.80% |
12/11/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,798 | 149,922 CHF | 79,247 CHF | 99.38% | 99.38% |
11/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 142,062 CHF | 76,031 CHF | 99.36% | 99.36% |
08/11/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,644 CHF | 71,322 CHF | 99.36% | 99.36% |
07/11/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 133,077 CHF | 71,539 CHF | 98.63% | 98.63% |