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 | 2.63% | 0.37 CHF | 0.38 CHF | 500,000 | 500,000 | 253,389 | 253,389 | 94,828 CHF | 97,362 CHF | 99.63% | 99.63% |
19/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 200,082 | 200,082 | 87,694 CHF | 89,754 CHF | 99.64% | 99.64% |
18/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 200,071 | 200,071 | 99,291 CHF | 101,363 CHF | 99.60% | 99.60% |
15/11/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 200,069 | 200,069 | 95,376 CHF | 97,417 CHF | 99.64% | 99.64% |
14/11/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 200,072 | 200,072 | 93,455 CHF | 95,556 CHF | 99.63% | 99.63% |
13/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 202,195 | 202,195 | 98,770 CHF | 100,812 CHF | 97.57% | 97.57% |
12/11/2024 | 2.05% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 129,324 | 129,324 | 68,570 CHF | 69,959 CHF | 99.64% | 99.64% |
11/11/2024 | 2.20% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 129,322 | 129,322 | 71,859 CHF | 73,378 CHF | 99.64% | 99.64% |
08/11/2024 | 2.14% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 129,545 | 129,545 | 72,312 CHF | 73,788 CHF | 99.64% | 99.64% |
07/11/2024 | 2.05% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 129,538 | 129,538 | 78,004 CHF | 79,536 CHF | 99.64% | 99.64% |