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 | 500,000 | 1,000,000 | 500,000 | 167,789 CHF | 88,894 CHF | 99.41% | 99.41% |
19/11/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 158,930 CHF | 84,465 CHF | 96.75% | 96.75% |
18/11/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 160,133 CHF | 85,067 CHF | 97.76% | 97.76% |
15/11/2024 | 5.35% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 432,149 | 182,633 CHF | 82,768 CHF | 96.60% | 96.60% |
14/11/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 218,451 CHF | 91,381 CHF | 99.38% | 99.38% |
13/11/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 198,578 CHF | 83,431 CHF | 98.90% | 98.90% |
12/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,761 CHF | 83,904 CHF | 99.38% | 99.38% |
11/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 218,377 CHF | 91,351 CHF | 99.38% | 99.38% |
08/11/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 238,995 CHF | 99,598 CHF | 99.35% | 99.35% |
07/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 239,311 CHF | 99,724 CHF | 98.66% | 98.66% |