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 | 8.51% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 112,715 CHF | 49,086 CHF | 98.50% | 98.50% |
19/11/2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 104,615 CHF | 45,846 CHF | 98.45% | 98.45% |
18/11/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 124,460 CHF | 53,784 CHF | 98.72% | 98.72% |
15/11/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 126,259 CHF | 54,504 CHF | 98.54% | 98.54% |
14/11/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,718 CHF | 47,487 CHF | 97.49% | 97.49% |
13/11/2024 | 8.42% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 114,384 CHF | 49,754 CHF | 98.83% | 98.83% |
12/11/2024 | 7.51% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,319 CHF | 55,328 CHF | 98.56% | 98.56% |
11/11/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,543 CHF | 56,848 CHF | 99.16% | 99.16% |
08/11/2024 | 6.26% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 953,802 | 353,802 | 147,929 CHF | 58,152 CHF | 98.44% | 98.44% |
07/11/2024 | 4.50% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 832,323 | 277,441 | 180,993 CHF | 63,105 CHF | 98.06% | 98.06% |