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 | 7.74% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,517 CHF | 67,259 CHF | 99.17% | 99.17% |
19/11/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,947 CHF | 68,474 CHF | 99.16% | 99.16% |
18/11/2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,737 CHF | 75,368 CHF | 99.22% | 99.22% |
15/11/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 459,537 | 152,232 CHF | 74,378 CHF | 99.17% | 99.17% |
14/11/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 430,953 | 156,776 CHF | 71,648 CHF | 99.15% | 99.15% |
13/11/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 478,690 | 151,155 CHF | 76,953 CHF | 99.16% | 99.16% |
12/11/2024 | 5.98% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 434,516 | 162,536 CHF | 74,703 CHF | 99.16% | 99.16% |
11/11/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 184,706 CHF | 77,883 CHF | 99.16% | 99.16% |
08/11/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,273 CHF | 77,309 CHF | 99.16% | 99.16% |
07/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 210,684 CHF | 88,274 CHF | 98.25% | 98.25% |