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 | 5.83% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 982,972 | 382,972 | 164,363 CHF | 67,534 CHF | 98.89% | 98.89% |
19/11/2024 | 4.97% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 909,001 | 309,001 | 179,179 CHF | 63,785 CHF | 88.38% | 88.38% |
18/11/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 893,210 | 297,737 | 238,552 CHF | 82,495 CHF | 97.17% | 97.17% |
15/11/2024 | 3.96% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 877,737 | 292,924 | 218,011 CHF | 75,669 CHF | 89.66% | 89.66% |
14/11/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,804 CHF | 59,402 CHF | 99.01% | 99.01% |
13/11/2024 | 6.18% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 415,895 | 158,879 CHF | 69,686 CHF | 99.05% | 99.05% |
12/11/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 151,755 CHF | 64,702 CHF | 99.32% | 99.32% |
11/11/2024 | 7.68% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 454,076 | 126,147 CHF | 61,366 CHF | 99.34% | 99.34% |
08/11/2024 | 9.09% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,189 | 106,040 CHF | 57,395 CHF | 98.17% | 98.17% |
07/11/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 156,801 CHF | 66,720 CHF | 98.63% | 98.63% |