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 | 7.19% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 833,922 | 277,974 | 111,536 CHF | 39,959 CHF | 99.04% | 99.04% |
19/11/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 753,096 | 251,032 | 113,585 CHF | 40,372 CHF | 99.24% | 99.24% |
18/11/2024 | 4.72% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 742,261 | 247,420 | 153,938 CHF | 53,787 CHF | 98.43% | 98.43% |
15/11/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 694,460 | 231,487 | 162,547 CHF | 56,497 CHF | 99.39% | 99.39% |
14/11/2024 | 3.79% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,121 CHF | 54,040 CHF | 98.05% | 98.05% |
13/11/2024 | 4.27% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 692,977 | 230,992 | 158,617 CHF | 55,182 CHF | 99.35% | 99.35% |
12/11/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 693,948 | 231,316 | 160,246 CHF | 55,729 CHF | 99.29% | 99.29% |
11/11/2024 | 5.61% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,484 CHF | 45,995 CHF | 98.68% | 98.68% |
08/11/2024 | 6.56% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 817,786 | 272,595 | 120,523 CHF | 42,900 CHF | 99.28% | 99.28% |
07/11/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,143 | 300,143 | 146,811 CHF | 51,951 CHF | 97.79% | 97.79% |