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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.77% | 0.74 CHF | 0.75 CHF | 250,000 | 250,000 | 129,888 | 129,358 | 92,841 CHF | 94,002 CHF | 99.55% | 99.55% |
20/11/2024 | 1.78% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 129,992 | 129,464 | 90,262 CHF | 91,413 CHF | 99.25% | 99.25% |
19/11/2024 | 1.67% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 130,239 | 129,707 | 88,775 CHF | 89,840 CHF | 98.43% | 98.43% |
18/11/2024 | 1.85% | 0.72 CHF | 0.73 CHF | 250,000 | 250,000 | 129,199 | 129,199 | 94,285 CHF | 95,915 CHF | 98.63% | 98.63% |
15/11/2024 | 1.50% | 0.71 CHF | 0.72 CHF | 250,000 | 250,000 | 130,951 | 130,433 | 93,881 CHF | 94,893 CHF | 95.91% | 95.91% |
14/11/2024 | 1.45% | 0.74 CHF | 0.75 CHF | 250,000 | 250,000 | 129,532 | 129,532 | 97,312 CHF | 98,698 CHF | 98.94% | 98.94% |
13/11/2024 | 1.50% | 0.75 CHF | 0.76 CHF | 250,000 | 250,000 | 134,867 | 134,867 | 98,964 CHF | 100,408 CHF | 88.74% | 88.74% |
12/11/2024 | 1.57% | 0.72 CHF | 0.73 CHF | 250,000 | 250,000 | 130,506 | 130,506 | 95,478 CHF | 96,919 CHF | 95.80% | 95.80% |
11/11/2024 | 1.68% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 129,884 | 129,355 | 90,710 CHF | 91,787 CHF | 99.16% | 99.16% |
08/11/2024 | 1.85% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 130,282 | 129,754 | 83,317 CHF | 84,442 CHF | 98.29% | 98.29% |