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 | 7.01% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,873 CHF | 73,937 CHF | 99.42% | 99.42% |
19/11/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,745 CHF | 69,372 CHF | 96.72% | 96.72% |
18/11/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 129,997 CHF | 69,999 CHF | 97.67% | 97.67% |
15/11/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 147,335 CHF | 78,668 CHF | 96.54% | 96.54% |
14/11/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 182,470 CHF | 76,988 CHF | 99.40% | 99.40% |
13/11/2024 | 5.99% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 410,001 | 162,097 CHF | 70,536 CHF | 98.89% | 98.89% |
12/11/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 405,338 | 161,256 CHF | 69,410 CHF | 99.37% | 99.37% |
11/11/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 184,552 CHF | 77,821 CHF | 99.37% | 99.37% |
08/11/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 202,338 CHF | 84,935 CHF | 99.34% | 99.34% |
07/11/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 208,041 CHF | 87,216 CHF | 98.63% | 98.63% |