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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 4.10% | 0.41 CHF | 0.42 CHF | 185,000 | 185,000 | 78,066 | 78,066 | 29,868 CHF | 30,876 CHF | 100.00% | 100.00% |
22/11/2024 | 5.71% | 0.33 CHF | 0.34 CHF | 190,000 | 190,000 | 86,140 | 86,140 | 24,266 CHF | 25,387 CHF | 100.00% | 100.00% |
20/11/2024 | 7.66% | 0.30 CHF | 0.31 CHF | 195,000 | 195,000 | 86,995 | 86,995 | 25,851 CHF | 27,426 CHF | 99.89% | 99.89% |
19/11/2024 | 9.81% | 0.28 CHF | 0.29 CHF | 195,000 | 195,000 | 80,356 | 80,356 | 20,442 CHF | 21,887 CHF | 100.00% | 100.00% |
18/11/2024 | 10.09% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 17,633 CHF | 19,143 CHF | 99.89% | 99.89% |
15/11/2024 | 11.43% | 0.18 CHF | 0.19 CHF | 205,000 | 205,000 | 91,453 | 91,453 | 15,960 CHF | 17,484 CHF | 99.89% | 99.89% |
14/11/2024 | 10.41% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 68,837 | 68,837 | 14,296 CHF | 15,356 CHF | 100.00% | 100.00% |
13/11/2024 | 7.86% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 87,829 | 87,829 | 23,841 CHF | 25,425 CHF | 100.00% | 100.00% |
12/11/2024 | 6.62% | 0.28 CHF | 0.29 CHF | 195,000 | 195,000 | 86,099 | 86,099 | 28,170 CHF | 29,720 CHF | 99.85% | 99.85% |
11/11/2024 | 5.57% | 0.37 CHF | 0.38 CHF | 190,000 | 190,000 | 83,947 | 83,947 | 33,142 CHF | 34,656 CHF | 99.58% | 99.58% |