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 | 3.81% | 0.29 CHF | 0.30 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 387,151 CHF | 53,620 CHF | 99.13% | 99.13% |
19/11/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 420,272 CHF | 58,036 CHF | 99.37% | 99.37% |
18/11/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 398,053 CHF | 55,074 CHF | 99.23% | 99.23% |
15/11/2024 | 4.67% | 0.24 CHF | 0.25 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 314,081 CHF | 43,878 CHF | 98.78% | 98.78% |
14/11/2024 | 4.97% | 0.18 CHF | 0.19 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 294,947 CHF | 41,326 CHF | 99.37% | 99.37% |
13/11/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 322,723 CHF | 45,030 CHF | 99.38% | 99.38% |
12/11/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 284,616 CHF | 39,949 CHF | 99.37% | 99.37% |
11/11/2024 | 5.99% | 0.17 CHF | 0.18 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 243,300 CHF | 34,440 CHF | 99.37% | 99.37% |
08/11/2024 | 6.13% | 0.18 CHF | 0.19 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 238,407 CHF | 33,788 CHF | 99.38% | 99.38% |
07/11/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 231,365 CHF | 32,849 CHF | 99.29% | 99.29% |