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 | 5.37% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 974,073 | 374,073 | 177,376 CHF | 71,544 CHF | 98.81% | 98.81% |
20/11/2024 | 4.58% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 213,914 CHF | 89,566 CHF | 98.73% | 98.73% |
19/11/2024 | 5.30% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 184,702 CHF | 77,881 CHF | 98.74% | 98.74% |
18/11/2024 | 4.80% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 205,575 CHF | 86,230 CHF | 98.98% | 98.98% |
15/11/2024 | 9.95% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,876 CHF | 53,438 CHF | 98.09% | 98.09% |
14/11/2024 | 6.26% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 428,664 | 157,096 CHF | 70,969 CHF | 97.84% | 97.84% |
13/11/2024 | 5.16% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,512 | 190,325 CHF | 80,683 CHF | 94.86% | 94.86% |
12/11/2024 | 3.80% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 975,714 | 375,714 | 255,091 CHF | 101,069 CHF | 89.50% | 89.50% |
11/11/2024 | 4.43% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 998,836 | 398,836 | 222,895 CHF | 92,933 CHF | 93.67% | 93.67% |
08/11/2024 | 13.83% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,593 CHF | 40,797 CHF | 98.55% | 98.55% |