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 | 7.92% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 109,168 CHF | 39,390 CHF | 99.36% | 99.36% |
19/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 115,228 CHF | 41,409 CHF | 99.29% | 99.29% |
18/11/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 110,483 CHF | 39,828 CHF | 99.40% | 99.40% |
15/11/2024 | 7.94% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 903,245 | 303,245 | 109,406 CHF | 39,739 CHF | 99.38% | 99.38% |
14/11/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 984,200 | 384,200 | 108,066 CHF | 46,001 CHF | 98.00% | 98.00% |
13/11/2024 | 10.73% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 88,378 CHF | 39,351 CHF | 99.35% | 99.35% |
12/11/2024 | 9.37% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,211 CHF | 44,885 CHF | 93.09% | 93.09% |
11/11/2024 | 8.03% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 902,005 | 302,005 | 107,920 CHF | 39,141 CHF | 99.37% | 99.37% |
08/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,864 | 300,864 | 115,468 CHF | 41,567 CHF | 93.12% | 93.12% |
07/11/2024 | 6.52% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 133,713 CHF | 47,571 CHF | 98.61% | 98.61% |