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 | 6.31% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 971,819 | 371,819 | 149,318 CHF | 60,681 CHF | 98.91% | 98.91% |
19/11/2024 | 6.64% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 987,918 | 387,918 | 144,419 CHF | 60,417 CHF | 98.28% | 98.28% |
18/11/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 180,063 CHF | 63,021 CHF | 98.93% | 98.93% |
15/11/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,750 CHF | 70,583 CHF | 98.33% | 98.33% |
14/11/2024 | 4.51% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,221 | 300,221 | 196,951 CHF | 68,678 CHF | 97.20% | 97.20% |
13/11/2024 | 4.99% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 920,070 | 320,070 | 180,797 CHF | 65,822 CHF | 98.92% | 98.92% |
12/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 853,208 | 284,460 | 230,068 CHF | 79,545 CHF | 97.58% | 97.58% |
11/11/2024 | 4.71% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 938,883 | 338,883 | 196,817 CHF | 73,693 CHF | 98.64% | 98.64% |
08/11/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 155,629 CHF | 66,252 CHF | 92.76% | 92.76% |
07/11/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 174,476 CHF | 73,791 CHF | 98.10% | 98.10% |