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 | 4.17% | 0.23 CHF | 0.24 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 234,877 CHF | 36,732 CHF | 99.36% | 99.36% |
19/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 266,287 CHF | 41,443 CHF | 99.37% | 99.37% |
18/11/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 249,695 CHF | 38,954 CHF | 99.23% | 99.23% |
15/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 244,985 CHF | 38,248 CHF | 99.37% | 99.37% |
14/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 222,212 CHF | 34,832 CHF | 99.38% | 99.38% |
13/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 222,102 CHF | 34,815 CHF | 99.37% | 99.37% |
12/11/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 207,352 CHF | 32,603 CHF | 99.38% | 99.38% |
11/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 189,433 CHF | 29,915 CHF | 99.37% | 99.37% |
08/11/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 184,531 CHF | 29,180 CHF | 99.25% | 99.25% |
07/11/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 182,657 CHF | 28,899 CHF | 99.30% | 99.30% |