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 | 3.02% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 326,447 CHF | 134,579 CHF | 98.89% | 98.89% |
19/11/2024 | 3.40% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 289,989 CHF | 119,996 CHF | 88.42% | 88.42% |
18/11/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 260,682 CHF | 108,273 CHF | 97.36% | 97.36% |
15/11/2024 | 3.71% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 265,413 CHF | 110,165 CHF | 89.93% | 89.93% |
14/11/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 370,865 CHF | 126,622 CHF | 99.03% | 99.03% |
13/11/2024 | 2.99% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 983,119 | 383,119 | 325,021 CHF | 130,001 CHF | 99.04% | 99.04% |
12/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 341,715 CHF | 140,686 CHF | 99.29% | 99.29% |
11/11/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 918,366 | 318,366 | 338,630 CHF | 120,372 CHF | 99.34% | 99.34% |
08/11/2024 | 2.56% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 347,498 CHF | 118,833 CHF | 98.17% | 98.17% |
07/11/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 997,007 | 397,007 | 322,230 CHF | 132,225 CHF | 98.61% | 98.61% |