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 | 5.36% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 181,849 CHF | 95,925 CHF | 98.90% | 98.90% |
19/11/2024 | 6.16% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 157,934 CHF | 83,967 CHF | 87.24% | 87.24% |
18/11/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,009 CHF | 75,004 CHF | 97.31% | 97.31% |
15/11/2024 | 6.88% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 141,097 CHF | 75,549 CHF | 90.12% | 90.12% |
14/11/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 480,434 | 235,484 CHF | 117,563 CHF | 99.03% | 99.03% |
13/11/2024 | 5.45% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 179,680 CHF | 94,840 CHF | 99.02% | 99.02% |
12/11/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 189,297 CHF | 99,648 CHF | 99.32% | 99.32% |
11/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 203,288 CHF | 106,644 CHF | 99.32% | 99.32% |
08/11/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,099 | 214,844 CHF | 110,190 CHF | 98.16% | 98.16% |
07/11/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 176,256 CHF | 93,128 CHF | 98.67% | 98.67% |