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 | 2.64% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 138,734 | 100,000 | 51,824 CHF | 38,370 CHF | 99.00% | 99.00% |
19/11/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,509 | 100,000 | 51,655 CHF | 31,487 CHF | 100.00% | 100.00% |
18/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 169,969 | 100,000 | 51,486 CHF | 31,327 CHF | 100.00% | 100.00% |
15/11/2024 | 2.90% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 153,119 | 100,000 | 52,107 CHF | 35,137 CHF | 100.00% | 100.00% |
14/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 129,422 | 100,000 | 51,512 CHF | 40,825 CHF | 99.22% | 99.22% |
13/11/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,877 | 99,160 | 52,043 CHF | 44,427 CHF | 99.36% | 99.36% |
12/11/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 106,714 | 100,000 | 53,364 CHF | 51,526 CHF | 100.00% | 100.00% |
11/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,455 | 100,000 | 52,469 CHF | 41,265 CHF | 99.41% | 99.41% |
08/11/2024 | 2.79% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 146,820 | 100,000 | 51,936 CHF | 36,523 CHF | 100.00% | 100.00% |
07/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 121,454 | 97,395 | 51,831 CHF | 42,621 CHF | 98.73% | 98.73% |