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 | 7.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 914,162 | 314,162 | 126,338 CHF | 46,405 CHF | 98.59% | 98.59% |
19/11/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 929,055 | 329,055 | 116,386 CHF | 44,410 CHF | 98.74% | 98.74% |
18/11/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 124,666 CHF | 44,555 CHF | 99.02% | 99.02% |
15/11/2024 | 6.14% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 142,568 CHF | 50,523 CHF | 98.03% | 98.03% |
14/11/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 778,431 | 259,477 | 132,969 CHF | 46,918 CHF | 96.57% | 96.57% |
13/11/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 141,249 CHF | 50,083 CHF | 97.67% | 97.67% |
12/11/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 127,694 CHF | 45,565 CHF | 92.09% | 92.09% |
11/11/2024 | 6.11% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 142,774 CHF | 50,591 CHF | 99.15% | 99.15% |
08/11/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 807,457 | 269,152 | 135,048 CHF | 47,708 CHF | 98.47% | 98.47% |
07/11/2024 | 6.06% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 144,082 CHF | 51,027 CHF | 97.11% | 97.11% |