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 | 2.07% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,618 CHF | 97,873 CHF | 96.17% | 96.17% |
19/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 301,752 CHF | 102,584 CHF | 94.98% | 94.98% |
18/11/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,175 CHF | 109,058 CHF | 96.39% | 96.39% |
15/11/2024 | 1.87% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,882 CHF | 107,961 CHF | 96.43% | 96.43% |
14/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 314,071 CHF | 106,690 CHF | 97.34% | 97.34% |
13/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,446 CHF | 109,482 CHF | 97.81% | 97.81% |
12/11/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,372 CHF | 116,457 CHF | 98.86% | 98.86% |
11/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,382 CHF | 120,127 CHF | 98.61% | 98.61% |
08/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,926 CHF | 128,309 CHF | 97.12% | 97.12% |
07/11/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 390,873 CHF | 132,291 CHF | 98.24% | 98.24% |