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 | 1.85% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,763 CHF | 54,588 CHF | 99.35% | 99.35% |
19/11/2024 | 1.97% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,730 CHF | 51,243 CHF | 99.13% | 99.13% |
18/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,960 CHF | 51,987 CHF | 99.13% | 99.13% |
15/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,999 CHF | 57,000 CHF | 99.37% | 99.37% |
14/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,324 CHF | 53,775 CHF | 97.92% | 97.92% |
13/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,703 CHF | 54,568 CHF | 99.35% | 99.35% |
12/11/2024 | 2.12% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,496 CHF | 47,832 CHF | 99.04% | 99.04% |
11/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 308,871 | 102,957 | 136,099 CHF | 46,396 CHF | 98.27% | 98.27% |
08/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 419,841 | 139,947 | 171,921 CHF | 58,707 CHF | 93.13% | 93.13% |
07/11/2024 | 2.65% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 418,606 | 139,535 | 155,060 CHF | 53,082 CHF | 98.61% | 98.61% |