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 | 11.20% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 84,600 CHF | 37,840 CHF | 97.91% | 97.91% |
19/11/2024 | 10.15% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 93,786 CHF | 41,514 CHF | 97.28% | 97.28% |
18/11/2024 | 11.49% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,158 | 82,189 CHF | 37,340 CHF | 97.84% | 97.84% |
15/11/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 97,722 CHF | 43,089 CHF | 97.93% | 97.93% |
14/11/2024 | 9.51% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 100,500 CHF | 44,200 CHF | 96.20% | 96.20% |
13/11/2024 | 8.12% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 118,281 CHF | 51,312 CHF | 98.82% | 98.82% |
12/11/2024 | 7.51% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 950,883 | 350,883 | 121,941 CHF | 48,450 CHF | 93.84% | 93.84% |
11/11/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 134,735 CHF | 47,912 CHF | 94.22% | 94.22% |
08/11/2024 | 7.13% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 902,501 | 302,501 | 122,233 CHF | 43,986 CHF | 97.25% | 97.25% |
07/11/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 894,638 | 298,213 | 137,229 CHF | 48,725 CHF | 96.98% | 96.98% |