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 | 2.17% | 0.48 CHF | 0.49 CHF | 320,000 | 320,000 | 141,980 | 141,980 | 66,934 CHF | 68,360 CHF | 99.90% | 99.90% |
19/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 310,000 | 310,000 | 135,755 | 135,755 | 64,783 CHF | 66,147 CHF | 100.00% | 100.00% |
18/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 310,000 | 310,000 | 136,887 | 136,887 | 71,090 CHF | 72,464 CHF | 99.90% | 99.90% |
15/11/2024 | 2.32% | 0.50 CHF | 0.51 CHF | 290,000 | 290,000 | 109,765 | 109,765 | 60,195 CHF | 61,488 CHF | 97.81% | 97.81% |
14/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 270,000 | 270,000 | 119,897 | 119,897 | 71,048 CHF | 72,253 CHF | 100.00% | 100.00% |
13/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 270,000 | 270,000 | 119,138 | 119,138 | 76,370 CHF | 77,567 CHF | 100.00% | 100.00% |
12/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 114,014 | 114,014 | 73,712 CHF | 74,857 CHF | 100.00% | 100.00% |
11/11/2024 | 1.67% | 0.74 CHF | 0.75 CHF | 250,000 | 250,000 | 107,725 | 107,725 | 82,756 CHF | 83,935 CHF | 99.90% | 99.90% |
08/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 230,000 | 230,000 | 101,010 | 101,010 | 76,340 CHF | 77,374 CHF | 98.90% | 98.90% |
07/11/2024 | 1.79% | 0.90 CHF | 0.91 CHF | 230,000 | 230,000 | 104,546 | 104,546 | 91,845 CHF | 93,212 CHF | 100.00% | 100.00% |