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 | 9.38% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,804 CHF | 55,902 CHF | 99.35% | 99.35% |
19/11/2024 | 10.19% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,338 CHF | 51,669 CHF | 96.31% | 96.31% |
18/11/2024 | 10.01% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,193 CHF | 52,597 CHF | 94.25% | 94.25% |
15/11/2024 | 9.27% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 103,812 CHF | 56,906 CHF | 91.54% | 91.54% |
14/11/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,164 CHF | 60,082 CHF | 94.32% | 94.32% |
13/11/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,022 CHF | 59,511 CHF | 83.42% | 83.42% |
12/11/2024 | 7.70% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 125,175 CHF | 67,588 CHF | 91.91% | 91.91% |
11/11/2024 | 6.90% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,116 CHF | 75,058 CHF | 85.53% | 85.53% |
08/11/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,381 CHF | 70,191 CHF | 89.23% | 89.23% |
07/11/2024 | 7.55% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,582 CHF | 68,791 CHF | 80.47% | 80.47% |