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 | 4.76% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 910,872 | 310,872 | 187,015 CHF | 66,897 CHF | 99.26% | 99.26% |
19/11/2024 | 5.04% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 978,220 | 378,220 | 189,510 CHF | 76,827 CHF | 99.07% | 99.07% |
18/11/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 193,358 CHF | 67,453 CHF | 98.90% | 98.90% |
15/11/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 925,738 | 325,738 | 196,966 CHF | 72,279 CHF | 99.44% | 99.44% |
14/11/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 175,035 CHF | 74,014 CHF | 97.64% | 97.64% |
13/11/2024 | 6.91% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,044 CHF | 60,018 CHF | 99.38% | 99.38% |
12/11/2024 | 5.93% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 164,406 CHF | 69,762 CHF | 93.10% | 93.10% |
11/11/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 957,111 | 357,111 | 192,925 CHF | 75,419 CHF | 99.06% | 99.06% |
08/11/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 949,432 | 349,432 | 191,797 CHF | 73,933 CHF | 99.32% | 99.32% |
07/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 933,478 | 333,478 | 225,294 CHF | 83,523 CHF | 98.61% | 98.61% |