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 | 2.25% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,984 | 50,000 | 52,676 CHF | 22,456 CHF | 100.00% | 100.00% |
19/11/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 126,277 | 50,000 | 51,647 CHF | 20,974 CHF | 100.00% | 100.00% |
18/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 124,199 | 50,000 | 51,733 CHF | 21,341 CHF | 100.00% | 100.00% |
15/11/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 123,583 | 50,000 | 51,709 CHF | 21,450 CHF | 100.00% | 100.00% |
14/11/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 136,547 | 50,000 | 51,740 CHF | 19,473 CHF | 99.22% | 99.22% |
13/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 145,593 | 49,448 | 51,498 CHF | 17,998 CHF | 99.36% | 99.36% |
12/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 140,034 | 50,000 | 51,590 CHF | 18,921 CHF | 100.00% | 100.00% |
11/11/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 121,620 | 50,000 | 52,384 CHF | 22,050 CHF | 100.00% | 100.00% |
08/11/2024 | 4.50% | 0.39 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,697 CHF | 9,098 CHF | 91.59% | 91.59% |
07/11/2024 | 2.46% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 124,480 | 48,697 | 51,609 CHF | 20,699 CHF | 98.73% | 98.73% |