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 | 4.02% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 216,321 | 216,321 | 52,729 CHF | 54,892 CHF | 99.81% | 99.81% |
19/11/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,003 | 237,003 | 52,863 CHF | 55,233 CHF | 99.73% | 99.73% |
18/11/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,259 | 200,259 | 51,444 CHF | 53,447 CHF | 99.70% | 99.70% |
15/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,697 CHF | 55,697 CHF | 99.79% | 99.79% |
14/11/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 193,890 | 193,891 | 53,758 CHF | 55,697 CHF | 99.81% | 99.81% |
13/11/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 238,655 | 238,655 | 53,337 CHF | 55,724 CHF | 99.81% | 99.81% |
12/11/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 248,421 | 248,421 | 53,865 CHF | 56,349 CHF | 99.49% | 99.49% |
11/11/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 265,669 | 265,670 | 51,601 CHF | 54,258 CHF | 99.72% | 99.72% |
08/11/2024 | 6.85% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 371,751 | 371,751 | 52,466 CHF | 56,184 CHF | 99.80% | 99.80% |
07/11/2024 | 5.92% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 318,099 | 318,098 | 52,181 CHF | 55,362 CHF | 95.69% | 95.69% |