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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 176,959 | 176,959 | 55,534 CHF | 57,303 CHF | 98.38% | 98.38% |
22/11/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 190,629 | 190,629 | 53,800 CHF | 55,707 CHF | 99.80% | 99.80% |
20/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 174,996 | 54,837 CHF | 56,586 CHF | 99.80% | 99.80% |
19/11/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,358 CHF | 55,108 CHF | 99.72% | 99.72% |
18/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 57,432 CHF | 59,182 CHF | 99.71% | 99.71% |
15/11/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 154,642 | 154,642 | 53,012 CHF | 54,559 CHF | 99.80% | 99.80% |
14/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 163,566 | 163,566 | 54,633 CHF | 56,268 CHF | 99.81% | 99.81% |
13/11/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 156,389 | 156,388 | 52,631 CHF | 54,195 CHF | 99.80% | 99.80% |
12/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 166,189 | 166,189 | 55,119 CHF | 56,781 CHF | 99.49% | 99.49% |
11/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 158,335 | 158,334 | 53,653 CHF | 55,237 CHF | 99.72% | 99.72% |