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 | 2.70% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 79,742 | 25,338 | 54,632 CHF | 17,910 CHF | 99.65% | 99.65% |
19/11/2024 | 2.62% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 78,940 | 25,339 | 55,719 CHF | 18,326 CHF | 99.62% | 99.62% |
18/11/2024 | 2.61% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 25,335 | 56,351 CHF | 18,235 CHF | 99.64% | 99.64% |
15/11/2024 | 2.76% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 83,100 | 29,353 | 54,258 CHF | 20,325 CHF | 56.30% | 56.30% |
14/11/2024 | 3.36% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 98,335 | 20,008 | 53,916 CHF | 11,355 CHF | 99.61% | 99.61% |
13/11/2024 | 3.11% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 25,792 | 52,563 CHF | 15,546 CHF | 96.76% | 96.76% |
12/11/2024 | 3.18% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 25,338 | 52,356 CHF | 15,167 CHF | 99.61% | 99.61% |
11/11/2024 | 3.36% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 99,221 | 20,295 | 53,648 CHF | 11,354 CHF | 96.86% | 96.86% |
08/11/2024 | 3.66% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 103,146 | 20,028 | 52,018 CHF | 10,493 CHF | 99.61% | 99.61% |
07/11/2024 | 3.61% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 100,073 | 20,023 | 50,927 CHF | 10,552 CHF | 99.65% | 99.65% |