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 | - | 0.54 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 79.28% |
20/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,444 CHF | 76,315 CHF | 8.72% | 88.22% |
19/11/2024 | 2.04% | 0.54 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,969 CHF | 74,156 CHF | 6.00% | 85.70% |
18/11/2024 | 2.08% | 0.53 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,100 CHF | 72,867 CHF | 79.35% | 97.57% |
15/11/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,337 CHF | 74,279 CHF | 81.09% | 95.51% |
14/11/2024 | 2.12% | 0.50 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,752 CHF | 71,417 CHF | 82.60% | 99.24% |
13/11/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,888 CHF | 68,463 CHF | 99.22% | 99.22% |
12/11/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,681 CHF | 69,394 CHF | 97.71% | 97.71% |
11/11/2024 | 2.07% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,456 CHF | 73,319 CHF | 88.97% | 99.20% |
08/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,349 CHF | 77,950 CHF | 97.52% | 97.52% |