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 | 3.06% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 38,602 CHF | 39,802 CHF | 99.49% | 99.49% |
19/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 42,434 CHF | 43,634 CHF | 100.00% | 100.00% |
18/11/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,238 CHF | 41,438 CHF | 99.90% | 99.90% |
15/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 41,594 CHF | 42,794 CHF | 100.00% | 100.00% |
14/11/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 43,221 CHF | 44,421 CHF | 98.63% | 98.63% |
13/11/2024 | 2.78% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 42,593 CHF | 43,793 CHF | 100.00% | 100.00% |
12/11/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 37,642 CHF | 38,842 CHF | 99.88% | 99.88% |
11/11/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 35,792 CHF | 36,992 CHF | 100.00% | 100.00% |
08/11/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 36,497 CHF | 37,697 CHF | 99.04% | 99.04% |
07/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 34,126 CHF | 35,326 CHF | 99.93% | 99.93% |