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 | 9.54% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 99,925 CHF | 43,970 CHF | 99.40% | 99.40% |
19/11/2024 | 8.30% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 967,174 | 367,174 | 112,628 CHF | 46,194 CHF | 98.73% | 98.73% |
18/11/2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 97,565 CHF | 43,026 CHF | 99.07% | 99.07% |
15/11/2024 | 9.04% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 996,521 | 396,521 | 106,112 CHF | 46,127 CHF | 99.55% | 99.55% |
14/11/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 909,994 | 315,160 | 131,506 CHF | 48,461 CHF | 97.59% | 97.59% |
13/11/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 762,388 | 254,129 | 144,670 CHF | 50,765 CHF | 99.34% | 99.34% |
12/11/2024 | 6.52% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 875,340 | 291,780 | 130,531 CHF | 46,428 CHF | 96.05% | 96.05% |
11/11/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,887 CHF | 48,355 CHF | 99.06% | 99.06% |
08/11/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 999,410 | 399,410 | 117,208 CHF | 50,831 CHF | 99.14% | 99.14% |
07/11/2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 475,727 | 100,030 CHF | 51,860 CHF | 98.60% | 98.60% |