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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.91% | 0.27 CHF | 0.28 CHF | 2,161,600 | 2,161,600 | 2,389,410 | 2,389,410 | 620,624 CHF | 632,571 CHF | 100.00% | 100.00% |
20/11/2024 | 2.57% | 0.21 CHF | 0.21 CHF | 2,663,200 | 2,663,200 | 2,829,540 | 2,829,540 | 543,978 CHF | 558,126 CHF | 100.00% | 100.00% |
19/11/2024 | 2.58% | 0.19 CHF | 0.19 CHF | 2,851,500 | 2,851,500 | 2,982,200 | 2,982,200 | 570,651 CHF | 585,562 CHF | 98.77% | 98.77% |
18/11/2024 | 2.97% | 0.18 CHF | 0.19 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 499,025 CHF | 514,025 CHF | 100.00% | 100.00% |
15/11/2024 | 3.36% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 439,326 CHF | 454,326 CHF | 100.00% | 100.00% |
14/11/2024 | 3.62% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 407,973 CHF | 422,973 CHF | 99.79% | 99.79% |
13/11/2024 | 2.76% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,953,330 | 2,953,330 | 527,869 CHF | 542,635 CHF | 100.00% | 100.00% |
12/11/2024 | 2.85% | 0.17 CHF | 0.18 CHF | 2,947,400 | 2,947,400 | 2,746,830 | 2,746,830 | 475,907 CHF | 489,641 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.19 CHF | 0.19 CHF | 2,719,900 | 2,719,900 | 2,038,270 | 2,038,270 | 460,632 CHF | 470,823 CHF | 100.00% | 100.00% |
08/11/2024 | 2.51% | 0.27 CHF | 0.28 CHF | 1,949,200 | 1,949,200 | 1,940,360 | 1,940,360 | 531,216 CHF | 544,742 CHF | 100.00% | 100.00% |