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 | 1.73% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,013 CHF | 116,338 CHF | 98.96% | 98.96% |
19/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 355,845 CHF | 120,615 CHF | 98.92% | 98.92% |
18/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,973 CHF | 134,324 CHF | 98.69% | 98.69% |
15/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 407,340 CHF | 137,780 CHF | 99.36% | 99.36% |
14/11/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 428,901 CHF | 144,967 CHF | 98.52% | 98.52% |
13/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 407,843 CHF | 137,948 CHF | 99.35% | 99.35% |
12/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 403,866 CHF | 136,622 CHF | 99.35% | 99.35% |
11/11/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,439 CHF | 123,813 CHF | 98.71% | 98.71% |
08/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 338,719 CHF | 114,906 CHF | 99.34% | 99.34% |
07/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 435,735 CHF | 147,745 CHF | 97.77% | 97.77% |