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 | 2.33% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 599,200 | 199,733 | 253,850 CHF | 86,614 CHF | 99.59% | 99.59% |
19/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 572,018 | 190,673 | 246,384 CHF | 84,035 CHF | 99.54% | 99.54% |
18/11/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 570,180 | 190,060 | 241,584 CHF | 82,429 CHF | 99.58% | 99.58% |
15/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,179 CHF | 86,060 CHF | 99.26% | 99.26% |
14/11/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,339 CHF | 81,446 CHF | 98.26% | 98.26% |
13/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,313 CHF | 71,438 CHF | 99.57% | 99.57% |
12/11/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,048 CHF | 77,683 CHF | 99.58% | 99.58% |
11/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,001 CHF | 85,334 CHF | 99.57% | 99.57% |
08/11/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,474 CHF | 87,491 CHF | 98.56% | 98.56% |
07/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 278,276 CHF | 94,759 CHF | 98.51% | 98.51% |