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 | 6.36% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 997,996 | 397,996 | 152,130 CHF | 64,616 CHF | 99.29% | 99.29% |
22/11/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,871 CHF | 52,348 CHF | 99.14% | 99.14% |
20/11/2024 | 9.37% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 417,371 | 101,830 CHF | 46,643 CHF | 98.63% | 98.63% |
19/11/2024 | 8.81% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,941 | 108,620 CHF | 47,771 CHF | 88.42% | 88.42% |
18/11/2024 | 7.59% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 126,967 CHF | 54,787 CHF | 97.19% | 97.19% |
15/11/2024 | 7.52% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,651 | 128,984 CHF | 55,775 CHF | 91.64% | 91.64% |
14/11/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 931,068 | 331,068 | 139,171 CHF | 52,748 CHF | 99.01% | 99.01% |
13/11/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 964,401 | 364,401 | 141,352 CHF | 56,981 CHF | 98.94% | 98.94% |
12/11/2024 | 5.97% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,340 | 300,340 | 146,669 CHF | 51,925 CHF | 99.32% | 99.32% |
11/11/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 169,371 CHF | 59,457 CHF | 99.32% | 99.32% |