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 | 2.09% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,509 CHF | 96,509 CHF | 95.88% | 95.88% |
19/11/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,104 CHF | 85,104 CHF | 99.61% | 99.61% |
18/11/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,393 CHF | 42,393 CHF | 95.75% | 95.75% |
15/11/2024 | 2.18% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 68,006 CHF | 69,506 CHF | 95.83% | 95.83% |
14/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 79,159 CHF | 80,659 CHF | 95.84% | 95.84% |
13/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 77,586 CHF | 79,086 CHF | 99.84% | 99.84% |
12/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 78,088 CHF | 79,588 CHF | 99.66% | 99.66% |
11/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 83,219 CHF | 84,719 CHF | 95.67% | 95.67% |
08/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 76,575 CHF | 78,075 CHF | 99.93% | 99.93% |
07/11/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 73,897 CHF | 75,397 CHF | 95.75% | 95.75% |