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 | 4.46% | 0.20 CHF | 0.21 CHF | 375,000 | 375,000 | 350,641 | 350,640 | 76,809 CHF | 80,315 CHF | 97.86% | 97.86% |
19/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 375,000 | 375,000 | 384,534 | 384,534 | 77,969 CHF | 81,814 CHF | 98.91% | 98.91% |
18/11/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 325,000 | 325,000 | 344,466 | 344,466 | 79,622 CHF | 83,067 CHF | 98.77% | 98.77% |
15/11/2024 | 3.91% | 0.24 CHF | 0.25 CHF | 350,000 | 350,000 | 321,416 | 321,416 | 80,582 CHF | 83,796 CHF | 100.00% | 100.00% |
14/11/2024 | 3.58% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 306,746 | 306,746 | 84,337 CHF | 87,404 CHF | 98.26% | 98.26% |
13/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 325,000 | 325,000 | 320,520 | 320,518 | 82,513 CHF | 85,717 CHF | 99.60% | 99.60% |
12/11/2024 | 3.29% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 287,260 | 287,259 | 85,907 CHF | 88,779 CHF | 100.00% | 100.00% |
11/11/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 450,000 | 450,000 | 451,074 | 451,074 | 159,154 CHF | 163,665 CHF | 100.00% | 100.00% |
08/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 500,000 | 500,000 | 491,082 | 491,080 | 155,735 CHF | 160,645 CHF | 84.81% | 84.81% |
07/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 450,000 | 450,000 | 454,789 | 454,788 | 169,242 CHF | 173,789 CHF | 100.00% | 100.00% |