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 | 2.87% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 309,611 CHF | 106,204 CHF | 99.09% | 99.09% |
19/11/2024 | 3.29% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 902,671 | 302,671 | 270,513 CHF | 93,678 CHF | 88.37% | 88.37% |
18/11/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 999,455 | 399,455 | 261,966 CHF | 108,689 CHF | 97.39% | 97.39% |
15/11/2024 | 3.65% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 960,529 | 360,529 | 258,960 CHF | 100,386 CHF | 90.16% | 90.16% |
14/11/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 334,404 CHF | 113,968 CHF | 98.98% | 98.98% |
13/11/2024 | 2.80% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 898,227 | 299,409 | 317,858 CHF | 108,947 CHF | 99.04% | 99.04% |
12/11/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 329,466 CHF | 112,822 CHF | 99.31% | 99.31% |
11/11/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 864,774 | 288,258 | 344,576 CHF | 117,741 CHF | 99.34% | 99.34% |
08/11/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 790,181 | 263,394 | 328,116 CHF | 112,006 CHF | 98.16% | 98.16% |
07/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 308,156 CHF | 105,719 CHF | 97.42% | 97.42% |