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 | 4.51% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 216,693 CHF | 90,677 CHF | 99.18% | 99.18% |
19/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 221,142 CHF | 92,457 CHF | 96.68% | 96.68% |
18/11/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,328 | 211,016 CHF | 88,476 CHF | 97.35% | 97.35% |
15/11/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 261,354 CHF | 108,542 CHF | 96.38% | 96.38% |
14/11/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 289,743 CHF | 119,897 CHF | 99.34% | 99.34% |
13/11/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 211,818 CHF | 88,727 CHF | 98.79% | 98.79% |
12/11/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 227,257 CHF | 94,903 CHF | 99.37% | 99.37% |
11/11/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 217,298 CHF | 90,919 CHF | 99.36% | 99.36% |
08/11/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,697 | 204,781 CHF | 87,052 CHF | 99.36% | 99.36% |
07/11/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 408,269 | 205,486 CHF | 87,931 CHF | 98.65% | 98.65% |