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 | 5.17% | 0.20 CHF | 0.21 CHF | 440,000 | 440,000 | 194,990 | 194,990 | 37,906 CHF | 39,864 CHF | 99.90% | 99.90% |
19/11/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 420,000 | 420,000 | 186,251 | 186,251 | 37,364 CHF | 39,235 CHF | 100.00% | 100.00% |
18/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 430,000 | 430,000 | 190,100 | 190,100 | 43,468 CHF | 45,377 CHF | 99.90% | 99.90% |
15/11/2024 | 3.91% | 0.22 CHF | 0.23 CHF | 420,000 | 420,000 | 160,288 | 160,288 | 39,814 CHF | 41,448 CHF | 88.99% | 88.99% |
14/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 400,000 | 400,000 | 176,141 | 176,141 | 49,231 CHF | 51,001 CHF | 99.26% | 99.26% |
13/11/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 400,000 | 400,000 | 173,928 | 173,928 | 54,276 CHF | 56,023 CHF | 100.00% | 100.00% |
12/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 390,000 | 390,000 | 173,855 | 173,855 | 54,853 CHF | 56,600 CHF | 100.00% | 100.00% |
11/11/2024 | 3.25% | 0.38 CHF | 0.39 CHF | 380,000 | 380,000 | 160,477 | 160,477 | 62,658 CHF | 64,408 CHF | 99.89% | 99.89% |
08/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 380,000 | 380,000 | 163,587 | 163,587 | 62,253 CHF | 63,927 CHF | 97.47% | 97.47% |
07/11/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 360,000 | 360,000 | 158,445 | 158,445 | 72,680 CHF | 74,273 CHF | 98.10% | 98.10% |