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 | 2.10% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 110,612 | 50,000 | 52,192 CHF | 24,098 CHF | 100.00% | 100.00% |
19/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 113,071 | 50,000 | 52,444 CHF | 23,714 CHF | 100.00% | 100.00% |
18/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,956 CHF | 25,978 CHF | 100.00% | 100.00% |
15/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 97,753 | 50,000 | 53,629 CHF | 27,944 CHF | 100.00% | 100.00% |
14/11/2024 | 1.94% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 103,228 | 50,000 | 52,829 CHF | 26,140 CHF | 99.44% | 99.44% |
13/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 105,894 | 49,519 | 52,342 CHF | 24,991 CHF | 98.88% | 98.88% |
12/11/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 100,202 | 50,000 | 51,770 CHF | 26,335 CHF | 100.00% | 100.00% |
11/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,418 | 50,000 | 54,378 CHF | 30,914 CHF | 100.00% | 100.00% |
08/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 88,044 | 25,000 | 54,014 CHF | 15,605 CHF | 100.00% | 100.00% |
07/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 70,960 | 24,740 | 52,091 CHF | 18,420 CHF | 99.06% | 99.06% |