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 | 5.36% | 0.20 CHF | 0.21 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 182,626 CHF | 19,263 CHF | 99.38% | 99.38% |
19/11/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 192,461 CHF | 20,246 CHF | 99.37% | 99.37% |
18/11/2024 | 6.05% | 0.21 CHF | 0.22 CHF | 1,000,000 | 100,000 | 1,000,000 | 110,368 | 163,020 CHF | 18,879 CHF | 99.37% | 99.37% |
15/11/2024 | 8.03% | 0.14 CHF | 0.15 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 120,167 CHF | 19,525 CHF | 99.34% | 99.34% |
14/11/2024 | 10.38% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 91,423 CHF | 15,214 CHF | 99.37% | 99.37% |
13/11/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 99,624 CHF | 16,444 CHF | 99.38% | 99.38% |
12/11/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 105,584 CHF | 17,338 CHF | 99.15% | 99.15% |
11/11/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 99,528 CHF | 16,429 CHF | 99.13% | 99.13% |
08/11/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 100,440 CHF | 16,566 CHF | 99.38% | 99.38% |
07/11/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 151,103 | 97,440 CHF | 16,226 CHF | 98.56% | 98.56% |