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 | 4.00% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 409,723 | 245,469 CHF | 104,476 CHF | 99.09% | 99.09% |
19/11/2024 | 4.57% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 490,510 | 214,501 CHF | 109,807 CHF | 88.62% | 88.62% |
18/11/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 191,289 CHF | 100,645 CHF | 97.22% | 97.22% |
15/11/2024 | 5.04% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,478 | 194,039 CHF | 101,894 CHF | 90.27% | 90.27% |
14/11/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 314,055 CHF | 129,622 CHF | 99.00% | 99.00% |
13/11/2024 | 4.02% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 245,332 CHF | 102,133 CHF | 99.03% | 99.03% |
12/11/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 254,551 CHF | 105,820 CHF | 99.31% | 99.31% |
11/11/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 275,461 CHF | 114,184 CHF | 99.34% | 99.34% |
08/11/2024 | 3.39% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 290,345 CHF | 120,138 CHF | 98.18% | 98.18% |
07/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 239,672 CHF | 99,869 CHF | 98.52% | 98.52% |