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% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 122,859 | 50,000 | 52,161 CHF | 21,747 CHF | 100.00% | 100.00% |
19/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 124,562 | 50,000 | 51,912 CHF | 21,358 CHF | 100.00% | 100.00% |
18/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,547 | 50,000 | 51,969 CHF | 23,601 CHF | 100.00% | 100.00% |
15/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,654 | 50,000 | 50,992 CHF | 25,593 CHF | 100.00% | 100.00% |
14/11/2024 | 2.13% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 110,950 | 50,000 | 51,440 CHF | 23,772 CHF | 99.44% | 99.44% |
13/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 117,825 | 49,519 | 52,650 CHF | 22,636 CHF | 98.88% | 98.88% |
12/11/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 110,304 | 50,000 | 51,821 CHF | 23,993 CHF | 100.00% | 100.00% |
11/11/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 92,542 | 50,000 | 51,767 CHF | 28,495 CHF | 100.00% | 100.00% |
08/11/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 92,413 | 25,000 | 52,460 CHF | 14,455 CHF | 100.00% | 100.00% |
07/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 24,740 | 55,051 CHF | 17,273 CHF | 99.06% | 99.06% |