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 | 4.83% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 876,643 | 292,214 | 176,969 CHF | 61,912 CHF | 99.09% | 99.09% |
19/11/2024 | 5.19% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 880,746 | 293,582 | 165,418 CHF | 58,075 CHF | 98.75% | 98.75% |
18/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 832,548 | 277,516 | 179,157 CHF | 62,494 CHF | 99.02% | 99.02% |
15/11/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 869,431 | 289,810 | 185,481 CHF | 64,725 CHF | 99.60% | 99.60% |
14/11/2024 | 5.84% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 904,495 | 304,495 | 151,965 CHF | 54,085 CHF | 97.61% | 97.61% |
13/11/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 992,775 | 392,775 | 125,094 CHF | 53,358 CHF | 99.34% | 99.34% |
12/11/2024 | 6.25% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 916,028 | 316,028 | 142,881 CHF | 52,152 CHF | 93.10% | 93.10% |
11/11/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 893,841 | 297,947 | 180,762 CHF | 63,233 CHF | 99.06% | 99.06% |
08/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 899,048 | 299,683 | 184,120 CHF | 64,370 CHF | 99.14% | 99.14% |
07/11/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 896,725 | 298,908 | 223,244 CHF | 77,404 CHF | 98.61% | 98.61% |