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 | 3.20% | 0.29 CHF | 0.30 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 462,238 CHF | 79,540 CHF | 99.38% | 99.38% |
19/11/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,403 | 347,182 CHF | 60,449 CHF | 99.37% | 99.37% |
18/11/2024 | 3.15% | 0.29 CHF | 0.30 CHF | 1,500,000 | 250,000 | 1,500,000 | 249,823 | 469,987 CHF | 80,767 CHF | 99.26% | 99.26% |
15/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 1,500,000 | 250,000 | 1,500,000 | 249,279 | 489,630 CHF | 83,846 CHF | 99.38% | 99.38% |
14/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 486,233 CHF | 83,539 CHF | 99.37% | 99.37% |
13/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 464,121 CHF | 79,854 CHF | 99.37% | 99.37% |
12/11/2024 | 2.79% | 0.33 CHF | 0.34 CHF | 1,500,000 | 250,000 | 1,500,000 | 242,295 | 529,883 CHF | 87,883 CHF | 99.38% | 99.38% |
11/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 629,192 CHF | 85,892 CHF | 99.37% | 99.37% |
08/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 609,299 CHF | 83,240 CHF | 99.37% | 99.37% |
07/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 678,843 CHF | 92,512 CHF | 98.37% | 98.37% |