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 | 2.06% | 0.25 CHF | 0.26 CHF | 2,029,100 | 2,029,100 | 2,332,430 | 2,332,430 | 561,725 CHF | 573,387 CHF | 100.00% | 100.00% |
20/11/2024 | 2.61% | 0.20 CHF | 0.21 CHF | 2,697,400 | 2,697,400 | 2,733,510 | 2,733,510 | 517,373 CHF | 531,041 CHF | 99.44% | 99.44% |
19/11/2024 | 2.71% | 0.18 CHF | 0.18 CHF | 2,758,000 | 2,758,000 | 2,679,700 | 2,679,700 | 487,334 CHF | 500,732 CHF | 100.00% | 100.00% |
18/11/2024 | 2.62% | 0.19 CHF | 0.19 CHF | 2,628,200 | 2,628,200 | 2,718,250 | 2,718,250 | 512,619 CHF | 526,210 CHF | 98.77% | 98.77% |
15/11/2024 | 2.65% | 0.20 CHF | 0.20 CHF | 2,779,500 | 2,779,500 | 2,659,280 | 2,659,280 | 495,041 CHF | 508,338 CHF | 98.67% | 98.67% |
14/11/2024 | 2.52% | 0.19 CHF | 0.19 CHF | 2,582,500 | 2,582,500 | 2,833,080 | 2,833,080 | 556,342 CHF | 570,508 CHF | 100.00% | 100.00% |
13/11/2024 | 2.91% | 0.19 CHF | 0.19 CHF | 3,000,000 | 3,000,000 | 2,995,620 | 2,995,620 | 508,387 CHF | 523,365 CHF | 100.00% | 100.00% |
12/11/2024 | 2.94% | 0.17 CHF | 0.18 CHF | 2,993,000 | 2,993,000 | 2,997,210 | 2,997,210 | 502,772 CHF | 517,758 CHF | 99.80% | 99.80% |
11/11/2024 | 3.18% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 464,540 CHF | 479,540 CHF | 99.73% | 99.73% |
08/11/2024 | 3.86% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 381,168 CHF | 396,168 CHF | 99.15% | 99.15% |