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 | 6.29% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 154,100 CHF | 82,050 CHF | 99.35% | 99.35% |
19/11/2024 | 6.10% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 158,982 CHF | 84,491 CHF | 96.69% | 96.69% |
18/11/2024 | 6.46% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 150,107 CHF | 80,054 CHF | 97.32% | 97.32% |
15/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 187,816 CHF | 98,908 CHF | 96.37% | 96.37% |
14/11/2024 | 4.66% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 455,494 | 210,022 CHF | 99,774 CHF | 99.34% | 99.34% |
13/11/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,605 CHF | 79,803 CHF | 98.83% | 98.83% |
12/11/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 159,054 CHF | 84,527 CHF | 99.38% | 99.38% |
11/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 150,218 CHF | 80,109 CHF | 99.37% | 99.37% |
08/11/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 142,677 CHF | 76,339 CHF | 99.37% | 99.37% |
07/11/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 142,859 CHF | 76,429 CHF | 98.64% | 98.64% |