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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 143,476 | 99,264 | 51,243 CHF | 36,538 CHF | 99.86% | 99.86% |
20/11/2024 | 2.09% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 111,238 | 100,000 | 52,650 CHF | 48,360 CHF | 100.00% | 100.00% |
19/11/2024 | 2.22% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 104,797 | 98,649 | 51,351 CHF | 49,393 CHF | 99.97% | 99.97% |
18/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,662 | 100,000 | 52,699 CHF | 49,062 CHF | 100.00% | 100.00% |
15/11/2024 | 2.30% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 102,630 | 98,210 | 50,300 CHF | 49,190 CHF | 100.00% | 100.00% |
14/11/2024 | 2.22% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 110,525 | 99,347 | 51,757 CHF | 47,599 CHF | 99.29% | 99.29% |
13/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 99,741 | 99,598 | 53,526 CHF | 54,459 CHF | 97.09% | 97.09% |
12/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,080 CHF | 55,080 CHF | 100.00% | 100.00% |
11/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,901 CHF | 58,901 CHF | 100.00% | 100.00% |
08/11/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,083 CHF | 68,083 CHF | 100.00% | 100.00% |