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 | 3.62% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 244,278 CHF | 84,426 CHF | 98.94% | 98.94% |
19/11/2024 | 3.80% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 949,385 | 349,385 | 245,405 CHF | 93,536 CHF | 98.73% | 98.73% |
18/11/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 251,994 CHF | 86,998 CHF | 99.38% | 99.38% |
15/11/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 904,649 | 304,649 | 251,614 CHF | 87,694 CHF | 99.51% | 99.51% |
14/11/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 985,643 | 385,643 | 234,196 CHF | 95,282 CHF | 97.80% | 97.80% |
13/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 198,903 CHF | 83,561 CHF | 99.34% | 99.34% |
12/11/2024 | 4.32% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 227,049 CHF | 94,820 CHF | 93.10% | 93.10% |
11/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 239,697 CHF | 82,899 CHF | 99.06% | 99.06% |
08/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 902,243 | 302,243 | 241,012 CHF | 83,734 CHF | 98.10% | 98.10% |
07/11/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 923,706 | 323,706 | 283,456 CHF | 102,237 CHF | 98.60% | 98.60% |