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 | 4.19% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 722,987 | 240,996 | 169,109 CHF | 58,780 CHF | 98.76% | 98.76% |
19/11/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,759 CHF | 60,086 CHF | 98.78% | 98.78% |
18/11/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 749,675 | 249,892 | 187,301 CHF | 64,933 CHF | 99.01% | 99.01% |
15/11/2024 | 3.64% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 724,835 | 241,612 | 195,179 CHF | 67,476 CHF | 98.57% | 98.57% |
14/11/2024 | 3.60% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 703,367 | 234,456 | 191,391 CHF | 66,142 CHF | 98.06% | 98.06% |
13/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 748,169 | 249,390 | 199,304 CHF | 68,929 CHF | 99.10% | 99.10% |
12/11/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 628,941 | 209,647 | 183,004 CHF | 63,098 CHF | 98.28% | 98.28% |
11/11/2024 | 3.33% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,956 CHF | 61,319 CHF | 98.86% | 98.86% |
08/11/2024 | 2.82% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 727,265 | 242,422 | 257,668 CHF | 88,314 CHF | 98.88% | 98.88% |
07/11/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 323,551 CHF | 110,350 CHF | 98.08% | 98.08% |