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 | 1.52% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 170,708 | 170,708 | 114,687 CHF | 116,397 CHF | 100.00% | 100.00% |
20/11/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 310,000 | 310,000 | 174,201 | 174,201 | 111,862 CHF | 113,610 CHF | 99.89% | 99.89% |
19/11/2024 | 1.61% | 0.68 CHF | 0.69 CHF | 310,000 | 310,000 | 173,561 | 173,561 | 111,840 CHF | 113,592 CHF | 100.00% | 100.00% |
18/11/2024 | 1.68% | 0.66 CHF | 0.67 CHF | 310,000 | 310,000 | 175,115 | 175,115 | 107,582 CHF | 109,338 CHF | 99.89% | 99.89% |
15/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 310,000 | 310,000 | 174,473 | 174,473 | 105,502 CHF | 107,250 CHF | 99.90% | 99.90% |
14/11/2024 | 1.73% | 0.63 CHF | 0.64 CHF | 310,000 | 310,000 | 173,041 | 173,041 | 103,058 CHF | 104,795 CHF | 99.32% | 99.32% |
13/11/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 320,000 | 320,000 | 175,001 | 175,001 | 97,858 CHF | 99,615 CHF | 100.00% | 100.00% |
12/11/2024 | 1.81% | 0.59 CHF | 0.60 CHF | 320,000 | 320,000 | 175,155 | 175,155 | 99,424 CHF | 101,183 CHF | 99.62% | 99.62% |
11/11/2024 | 1.70% | 0.54 CHF | 0.55 CHF | 320,000 | 320,000 | 175,268 | 175,268 | 103,381 CHF | 105,140 CHF | 99.65% | 99.65% |
08/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 320,000 | 320,000 | 174,014 | 174,014 | 110,965 CHF | 112,712 CHF | 98.59% | 98.59% |