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 | 8.15% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 417,964 | 117,831 CHF | 53,288 CHF | 99.41% | 99.41% |
19/11/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 497,162 | 108,217 CHF | 58,763 CHF | 96.78% | 96.78% |
18/11/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,215 | 110,420 CHF | 59,114 CHF | 97.78% | 97.78% |
15/11/2024 | 6.99% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 407,800 | 139,804 CHF | 60,821 CHF | 96.53% | 96.53% |
14/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 914,473 | 314,473 | 167,017 CHF | 60,467 CHF | 99.35% | 99.35% |
13/11/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 1,000,000 | 340,000 | 1,000,000 | 399,899 | 158,619 CHF | 67,431 CHF | 98.97% | 98.97% |
12/11/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 159,938 CHF | 67,975 CHF | 99.38% | 99.38% |
11/11/2024 | 5.33% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 905,841 | 305,841 | 165,403 CHF | 58,854 CHF | 99.37% | 99.37% |
08/11/2024 | 4.81% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 182,655 CHF | 63,885 CHF | 99.34% | 99.34% |
07/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 187,088 CHF | 65,363 CHF | 98.62% | 98.62% |