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 | 3.45% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 546,964 | 546,964 | 162,571 CHF | 168,059 CHF | 98.88% | 98.88% |
20/11/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 546,970 | 546,970 | 164,236 CHF | 169,725 CHF | 99.90% | 99.90% |
19/11/2024 | 3.63% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 563,855 | 563,855 | 157,864 CHF | 163,515 CHF | 99.55% | 99.55% |
18/11/2024 | 4.70% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 586,375 | 586,375 | 178,824 CHF | 186,979 CHF | 97.73% | 97.73% |
15/11/2024 | 5.49% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 640,537 | 640,537 | 118,674 CHF | 125,095 CHF | 99.27% | 99.27% |
14/11/2024 | 4.19% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 572,654 | 572,654 | 135,476 CHF | 141,226 CHF | 98.88% | 98.88% |
13/11/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 574,977 | 574,977 | 154,955 CHF | 160,729 CHF | 99.34% | 99.34% |
12/11/2024 | 9.87% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 356,347 | 356,347 | 108,329 CHF | 113,757 CHF | 95.38% | 95.38% |
11/11/2024 | 3.30% | 0.36 CHF | 0.37 CHF | 1,000,000 | 1,000,000 | 592,818 | 592,818 | 181,362 CHF | 187,299 CHF | 97.29% | 97.29% |
08/11/2024 | 6.92% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 699,758 | 699,758 | 105,425 CHF | 112,453 CHF | 99.64% | 99.64% |