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 | 9.30% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,978 | 102,726 CHF | 56,361 CHF | 99.41% | 99.41% |
19/11/2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,665 CHF | 50,833 CHF | 96.75% | 96.75% |
18/11/2024 | 9.86% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,613 CHF | 53,306 CHF | 97.72% | 97.72% |
15/11/2024 | 8.45% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,171 CHF | 62,086 CHF | 96.53% | 96.53% |
14/11/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 410,284 | 148,079 CHF | 64,774 CHF | 99.38% | 99.38% |
13/11/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 129,426 CHF | 69,713 CHF | 98.94% | 98.94% |
12/11/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,342 CHF | 70,171 CHF | 99.37% | 99.37% |
11/11/2024 | 6.50% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 402,304 | 149,020 CHF | 63,954 CHF | 99.37% | 99.37% |
08/11/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 168,151 CHF | 71,261 CHF | 99.34% | 99.34% |
07/11/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 168,990 CHF | 71,596 CHF | 98.62% | 98.62% |