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 | 5.79% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 968,256 | 368,256 | 162,530 CHF | 65,291 CHF | 97.07% | 97.07% |
19/11/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 922,028 | 322,028 | 161,083 CHF | 59,411 CHF | 96.19% | 96.19% |
18/11/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 165,552 CHF | 58,184 CHF | 92.37% | 92.37% |
15/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,390 CHF | 61,797 CHF | 93.11% | 93.11% |
14/11/2024 | 5.22% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 901,896 | 301,896 | 168,927 CHF | 59,543 CHF | 98.72% | 98.72% |
13/11/2024 | 5.93% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 163,690 CHF | 69,476 CHF | 94.95% | 94.95% |
12/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 910,724 | 310,724 | 162,992 CHF | 58,653 CHF | 98.90% | 98.90% |
11/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 179,981 CHF | 62,994 CHF | 92.92% | 92.92% |
08/11/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 178,159 CHF | 62,386 CHF | 97.06% | 97.06% |
07/11/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 184,583 CHF | 64,528 CHF | 98.83% | 98.83% |