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 | 2.33% | 0.54 CHF | 0.55 CHF | 570,000 | 570,000 | 313,218 | 313,218 | 139,595 CHF | 142,737 CHF | 98.88% | 98.88% |
20/11/2024 | 2.18% | 0.42 CHF | 0.43 CHF | 600,000 | 600,000 | 312,797 | 312,797 | 142,925 CHF | 146,063 CHF | 99.90% | 99.90% |
19/11/2024 | 2.43% | 0.47 CHF | 0.48 CHF | 610,000 | 610,000 | 330,904 | 330,904 | 139,979 CHF | 143,295 CHF | 99.55% | 99.55% |
18/11/2024 | 3.12% | 0.48 CHF | 0.49 CHF | 700,000 | 700,000 | 370,705 | 370,705 | 173,419 CHF | 178,483 CHF | 97.74% | 97.74% |
15/11/2024 | 3.95% | 0.30 CHF | 0.31 CHF | 830,000 | 830,000 | 446,415 | 446,415 | 117,435 CHF | 121,909 CHF | 99.27% | 99.27% |
14/11/2024 | 2.85% | 0.30 CHF | 0.31 CHF | 700,000 | 700,000 | 358,261 | 358,261 | 123,885 CHF | 127,482 CHF | 98.83% | 98.83% |
13/11/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 700,000 | 700,000 | 357,163 | 357,163 | 144,863 CHF | 148,450 CHF | 99.34% | 99.34% |
12/11/2024 | 6.34% | 0.46 CHF | 0.47 CHF | 600,000 | 600,000 | 209,235 | 209,235 | 99,160 CHF | 102,261 CHF | 93.87% | 93.87% |
11/11/2024 | 2.15% | 0.57 CHF | 0.58 CHF | 690,000 | 690,000 | 373,400 | 373,400 | 178,308 CHF | 182,047 CHF | 97.29% | 97.29% |
08/11/2024 | 5.16% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 533,063 | 533,063 | 114,976 CHF | 120,330 CHF | 99.69% | 99.69% |