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 | 2.32% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,373 CHF | 54,623 CHF | 99.38% | 99.38% |
19/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,036 | 125,036 | 52,487 CHF | 53,737 CHF | 98.57% | 98.57% |
18/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 131,798 | 131,798 | 52,348 CHF | 53,666 CHF | 99.29% | 99.29% |
15/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 131,038 | 131,038 | 52,168 CHF | 53,478 CHF | 99.38% | 99.38% |
14/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 131,813 | 131,813 | 52,340 CHF | 53,658 CHF | 99.36% | 99.36% |
13/11/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 138,737 | 138,737 | 54,604 CHF | 55,991 CHF | 99.38% | 99.38% |
12/11/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,497 CHF | 56,997 CHF | 99.09% | 99.09% |
11/11/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,395 CHF | 55,895 CHF | 99.24% | 99.24% |
08/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,130 CHF | 56,630 CHF | 99.38% | 99.38% |
07/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,701 CHF | 55,201 CHF | 99.25% | 99.25% |