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 | 4.37% | 0.21 CHF | 0.22 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 336,037 CHF | 35,104 CHF | 99.37% | 99.37% |
19/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 253,166 CHF | 26,817 CHF | 99.37% | 99.37% |
18/11/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 275,989 CHF | 29,099 CHF | 99.25% | 99.25% |
15/11/2024 | 4.49% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 327,261 CHF | 34,226 CHF | 99.38% | 99.38% |
14/11/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 321,992 CHF | 33,699 CHF | 99.36% | 99.36% |
13/11/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 308,377 CHF | 32,338 CHF | 99.37% | 99.37% |
12/11/2024 | 4.27% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 346,454 CHF | 36,145 CHF | 99.37% | 99.37% |
11/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 412,462 CHF | 42,746 CHF | 99.37% | 99.37% |
08/11/2024 | 3.62% | 0.29 CHF | 0.30 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 407,745 CHF | 42,275 CHF | 99.37% | 99.37% |
07/11/2024 | 3.91% | 0.27 CHF | 0.28 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 376,225 CHF | 39,123 CHF | 98.36% | 98.36% |