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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5.48% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 160,106 CHF | 56,369 CHF | 98.07% | 98.07% |
22/11/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 916,795 | 316,795 | 148,116 CHF | 54,199 CHF | 98.00% | 98.00% |
20/11/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,873 CHF | 55,549 CHF | 97.90% | 97.90% |
19/11/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,452 CHF | 59,381 CHF | 97.35% | 97.35% |
18/11/2024 | 7.61% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 126,685 CHF | 54,674 CHF | 97.82% | 97.82% |
15/11/2024 | 6.85% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 988,292 | 388,292 | 139,788 CHF | 58,717 CHF | 98.06% | 98.06% |
14/11/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 980,294 | 380,294 | 139,575 CHF | 57,790 CHF | 95.98% | 95.98% |
13/11/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 904,292 | 304,292 | 147,135 CHF | 52,517 CHF | 98.63% | 98.63% |
12/11/2024 | 5.67% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 154,500 CHF | 54,500 CHF | 91.40% | 91.40% |
11/11/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,045 CHF | 61,682 CHF | 93.91% | 93.91% |