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 | 6.23% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 155,727 CHF | 82,864 CHF | 99.12% | 99.12% |
19/11/2024 | 6.57% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 147,618 CHF | 78,809 CHF | 98.35% | 98.35% |
18/11/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 158,367 CHF | 84,183 CHF | 99.14% | 99.14% |
15/11/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 157,231 CHF | 83,616 CHF | 99.35% | 99.35% |
14/11/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 135,278 CHF | 72,639 CHF | 97.82% | 97.82% |
13/11/2024 | 8.62% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,056 CHF | 60,528 CHF | 99.22% | 99.22% |
12/11/2024 | 7.59% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,231 CHF | 68,616 CHF | 99.58% | 99.58% |
11/11/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 150,819 CHF | 80,410 CHF | 99.08% | 99.08% |
08/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 150,240 CHF | 80,120 CHF | 99.35% | 99.35% |
07/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 177,227 CHF | 93,614 CHF | 98.59% | 98.59% |