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 | 6.08% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 998,053 | 398,053 | 159,344 CHF | 67,519 CHF | 98.14% | 98.14% |
19/11/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 985,062 | 385,062 | 165,849 CHF | 68,619 CHF | 97.32% | 97.32% |
18/11/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 157,063 CHF | 66,825 CHF | 97.82% | 97.82% |
15/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 948,283 | 348,283 | 161,762 CHF | 62,655 CHF | 98.24% | 98.24% |
14/11/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 970,832 | 370,832 | 166,207 CHF | 67,027 CHF | 96.28% | 96.28% |
13/11/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 172,820 CHF | 60,607 CHF | 98.46% | 98.46% |
12/11/2024 | 4.85% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 181,374 CHF | 63,458 CHF | 93.87% | 93.87% |
11/11/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,575 CHF | 70,525 CHF | 94.14% | 94.14% |
08/11/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 190,156 CHF | 66,385 CHF | 97.32% | 97.32% |
07/11/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 831,592 | 277,197 | 189,040 CHF | 65,785 CHF | 96.97% | 96.97% |