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 | 5.05% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 193,372 CHF | 81,349 CHF | 99.37% | 99.37% |
19/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 986,838 | 386,838 | 200,528 CHF | 82,272 CHF | 96.70% | 96.70% |
18/11/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 207,803 CHF | 72,268 CHF | 97.50% | 97.50% |
15/11/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 908,048 | 307,917 | 202,093 CHF | 71,534 CHF | 96.13% | 96.13% |
14/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 997,280 | 397,241 | 207,137 CHF | 86,460 CHF | 99.27% | 99.27% |
13/11/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 999,117 | 399,117 | 201,442 CHF | 84,457 CHF | 98.75% | 98.75% |
12/11/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 937,094 | 337,094 | 198,972 CHF | 74,796 CHF | 99.33% | 99.33% |
11/11/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 204,902 CHF | 71,301 CHF | 99.37% | 99.37% |
08/11/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 999,760 | 399,738 | 202,160 CHF | 84,827 CHF | 98.24% | 98.24% |
07/11/2024 | 4.39% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 201,101 CHF | 70,034 CHF | 98.70% | 98.70% |