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 | 4.61% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 894,206 | 298,069 | 190,475 CHF | 66,472 CHF | 99.08% | 99.08% |
19/11/2024 | 5.79% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 907,897 | 308,986 | 153,515 CHF | 55,165 CHF | 88.40% | 88.40% |
18/11/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 134,886 CHF | 57,955 CHF | 97.32% | 97.32% |
15/11/2024 | 6.65% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 986,311 | 386,311 | 145,635 CHF | 60,697 CHF | 91.86% | 91.86% |
14/11/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,348 CHF | 85,283 CHF | 99.00% | 99.00% |
13/11/2024 | 4.22% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 861,711 | 287,237 | 200,893 CHF | 69,837 CHF | 98.72% | 98.72% |
12/11/2024 | 3.93% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 755,304 | 251,768 | 188,652 CHF | 65,402 CHF | 99.29% | 99.29% |
11/11/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 214,391 CHF | 73,964 CHF | 99.33% | 99.33% |
08/11/2024 | 3.25% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 228,294 CHF | 78,598 CHF | 98.17% | 98.17% |
07/11/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 803,162 | 267,721 | 179,046 CHF | 62,359 CHF | 97.33% | 97.33% |