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 | 3.59% | 0.28 CHF | 0.30 CHF | 590,000 | 590,000 | 261,813 | 261,813 | 74,732 CHF | 77,362 CHF | 100.00% | 100.00% |
22/11/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 550,000 | 550,000 | 243,656 | 243,656 | 65,141 CHF | 67,588 CHF | 100.00% | 100.00% |
20/11/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 520,000 | 520,000 | 229,790 | 229,790 | 75,235 CHF | 77,542 CHF | 99.90% | 99.90% |
19/11/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 500,000 | 500,000 | 221,012 | 221,012 | 73,262 CHF | 75,483 CHF | 100.00% | 100.00% |
18/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 490,000 | 490,000 | 221,008 | 221,008 | 78,864 CHF | 81,083 CHF | 99.90% | 99.90% |
15/11/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 480,000 | 480,000 | 181,245 | 181,245 | 67,631 CHF | 69,485 CHF | 97.45% | 97.45% |
14/11/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450,000 | 450,000 | 201,095 | 201,095 | 80,125 CHF | 82,146 CHF | 99.95% | 99.95% |
13/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 460,000 | 460,000 | 200,534 | 200,534 | 85,475 CHF | 87,489 CHF | 100.00% | 100.00% |
12/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 440,000 | 440,000 | 192,688 | 192,688 | 82,631 CHF | 84,567 CHF | 100.00% | 100.00% |
11/11/2024 | 2.58% | 0.48 CHF | 0.49 CHF | 430,000 | 430,000 | 180,283 | 180,283 | 89,329 CHF | 91,293 CHF | 99.90% | 99.90% |