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 | 2.78% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 145,488 | 100,000 | 51,576 CHF | 36,476 CHF | 99.00% | 99.00% |
19/11/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 179,509 | 100,000 | 51,114 CHF | 29,487 CHF | 100.00% | 100.00% |
18/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 178,921 | 100,000 | 50,998 CHF | 29,533 CHF | 87.91% | 87.91% |
15/11/2024 | 3.08% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 162,188 | 100,000 | 51,923 CHF | 33,137 CHF | 100.00% | 100.00% |
14/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 137,736 | 100,000 | 52,187 CHF | 38,917 CHF | 99.22% | 99.22% |
13/11/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 124,074 | 99,160 | 51,919 CHF | 42,532 CHF | 99.36% | 99.36% |
12/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 110,079 | 100,000 | 52,836 CHF | 49,599 CHF | 100.00% | 100.00% |
11/11/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 134,963 | 100,000 | 51,585 CHF | 39,265 CHF | 99.41% | 99.41% |
08/11/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 155,140 | 100,000 | 51,824 CHF | 34,574 CHF | 100.00% | 100.00% |
07/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 129,455 | 97,395 | 52,674 CHF | 40,673 CHF | 98.73% | 98.73% |