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 | 4.40% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 111,210 CHF | 116,210 CHF | 100.00% | 100.00% |
19/11/2024 | - | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18/11/2024 | - | 0.21 CHF | 0.23 CHF | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 107,908 CHF | 112,908 CHF | 100.00% | 100.00% |
14/11/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 105,559 CHF | 110,559 CHF | 99.44% | 99.44% |
13/11/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 495,550 | 495,550 | 107,185 CHF | 112,140 CHF | 98.88% | 98.88% |
12/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 104,695 CHF | 109,695 CHF | 100.00% | 100.00% |
11/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 100,000 CHF | 105,000 CHF | 100.00% | 100.00% |
08/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 100,064 CHF | 105,064 CHF | 100.00% | 100.00% |
07/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 99,932 CHF | 104,932 CHF | 78.35% | 78.35% |