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 | 4.18% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 234,881 CHF | 97,952 CHF | 98.91% | 98.91% |
19/11/2024 | 4.91% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,555 CHF | 83,822 CHF | 88.42% | 88.42% |
18/11/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 485,534 | 173,130 CHF | 88,816 CHF | 97.44% | 97.44% |
15/11/2024 | 5.53% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 428,556 | 176,864 CHF | 79,589 CHF | 89.90% | 89.90% |
14/11/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 903,798 | 303,798 | 285,874 CHF | 99,089 CHF | 99.03% | 99.03% |
13/11/2024 | 4.08% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 999,951 | 399,951 | 241,902 CHF | 100,751 CHF | 98.67% | 98.67% |
12/11/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 250,288 CHF | 104,115 CHF | 99.31% | 99.31% |
11/11/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 996,116 | 396,116 | 274,359 CHF | 113,028 CHF | 99.33% | 99.33% |
08/11/2024 | 3.39% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 950,999 | 350,999 | 275,921 CHF | 104,931 CHF | 98.18% | 98.18% |
07/11/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 230,803 CHF | 96,321 CHF | 98.57% | 98.57% |