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 | 8.81% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 941,454 | 341,454 | 102,276 CHF | 40,330 CHF | 99.37% | 99.37% |
19/11/2024 | 9.45% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 974,817 | 377,605 | 100,365 CHF | 42,338 CHF | 96.70% | 96.70% |
18/11/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 74,065 CHF | 33,626 CHF | 97.53% | 97.53% |
15/11/2024 | 11.65% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 81,025 CHF | 36,410 CHF | 95.70% | 95.70% |
14/11/2024 | 9.87% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 96,579 CHF | 42,632 CHF | 99.34% | 99.34% |
13/11/2024 | 9.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 987,430 | 387,430 | 98,372 CHF | 42,363 CHF | 98.93% | 98.93% |
12/11/2024 | 11.00% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 86,526 CHF | 38,610 CHF | 99.36% | 99.36% |
11/11/2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 441,260 | 72,492 CHF | 36,261 CHF | 99.35% | 99.35% |
08/11/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 999,767 | 399,767 | 98,938 CHF | 43,557 CHF | 98.24% | 98.24% |
07/11/2024 | 10.45% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,066 | 91,353 CHF | 40,547 CHF | 98.65% | 98.65% |