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 | 10.59% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,469 CHF | 39,788 CHF | 99.28% | 99.28% |
19/11/2024 | 9.75% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 97,757 CHF | 43,103 CHF | 99.31% | 99.31% |
18/11/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 99,544 CHF | 43,818 CHF | 99.28% | 99.28% |
15/11/2024 | 10.54% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 90,103 CHF | 40,041 CHF | 99.39% | 99.39% |
14/11/2024 | 10.08% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,542 | 94,775 CHF | 41,959 CHF | 98.03% | 98.03% |
13/11/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,780 CHF | 39,912 CHF | 99.33% | 99.33% |
12/11/2024 | 8.93% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 107,361 CHF | 46,944 CHF | 99.35% | 99.35% |
11/11/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 988,025 | 388,025 | 109,945 CHF | 46,984 CHF | 98.25% | 98.25% |
08/11/2024 | 7.99% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 108,125 CHF | 39,042 CHF | 99.33% | 99.33% |
07/11/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 125,115 CHF | 44,705 CHF | 98.59% | 98.59% |