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 | 8.25% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 116,879 CHF | 50,752 CHF | 96.83% | 96.83% |
19/11/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 997,396 | 397,396 | 121,954 CHF | 52,537 CHF | 96.18% | 96.18% |
18/11/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 993,110 | 393,110 | 130,677 CHF | 55,623 CHF | 92.42% | 92.42% |
15/11/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 903,093 | 303,093 | 128,902 CHF | 46,270 CHF | 93.20% | 93.20% |
14/11/2024 | 7.17% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 943,544 | 343,544 | 127,176 CHF | 49,460 CHF | 98.82% | 98.82% |
13/11/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 111,729 CHF | 48,691 CHF | 94.95% | 94.95% |
12/11/2024 | 7.58% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 999,436 | 399,436 | 127,123 CHF | 54,796 CHF | 98.91% | 98.91% |
11/11/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 133,165 CHF | 47,388 CHF | 92.91% | 92.91% |
08/11/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 903,617 | 303,617 | 132,478 CHF | 47,533 CHF | 97.07% | 97.07% |
07/11/2024 | 6.29% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 138,692 CHF | 49,231 CHF | 98.81% | 98.81% |