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 | 5.84% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 976,234 | 376,234 | 162,260 CHF | 66,242 CHF | 99.69% | 99.69% |
19/11/2024 | 5.96% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 985,555 | 385,555 | 160,610 CHF | 66,615 CHF | 99.25% | 99.25% |
18/11/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 929,817 | 329,817 | 160,256 CHF | 60,096 CHF | 99.24% | 99.24% |
15/11/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 961,381 | 361,381 | 160,597 CHF | 63,830 CHF | 99.41% | 99.41% |
14/11/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 150,384 CHF | 64,154 CHF | 97.52% | 97.52% |
13/11/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 121,466 CHF | 52,586 CHF | 99.37% | 99.37% |
12/11/2024 | 7.07% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,881 CHF | 58,752 CHF | 98.58% | 98.58% |
11/11/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 156,381 CHF | 66,553 CHF | 99.37% | 99.37% |
08/11/2024 | 6.04% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 984,949 | 384,949 | 158,170 CHF | 65,553 CHF | 93.13% | 93.13% |
07/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,825 CHF | 56,942 CHF | 98.59% | 98.59% |