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 | 7.09% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,241 CHF | 58,497 CHF | 98.69% | 98.69% |
19/11/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 998,444 | 398,444 | 136,734 CHF | 58,529 CHF | 98.61% | 98.61% |
18/11/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 920,904 | 320,904 | 146,693 CHF | 54,257 CHF | 98.70% | 98.70% |
15/11/2024 | 6.34% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 994,385 | 394,385 | 152,011 CHF | 64,209 CHF | 98.27% | 98.27% |
14/11/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 132,747 CHF | 57,099 CHF | 97.74% | 97.74% |
13/11/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 116,528 CHF | 50,611 CHF | 98.93% | 98.93% |
12/11/2024 | 6.89% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,549 CHF | 60,220 CHF | 97.66% | 97.66% |
11/11/2024 | 6.84% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,358 CHF | 60,543 CHF | 98.94% | 98.94% |
08/11/2024 | 6.92% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 139,727 CHF | 59,891 CHF | 98.63% | 98.63% |
07/11/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 899,980 | 300,060 | 154,033 CHF | 54,355 CHF | 98.05% | 98.05% |