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 | 2.67% | 0.36 CHF | 0.37 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 277,697 CHF | 57,039 CHF | 99.17% | 99.17% |
19/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 287,742 CHF | 59,048 CHF | 99.16% | 99.16% |
18/11/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 277,212 CHF | 56,942 CHF | 99.23% | 99.23% |
15/11/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 256,104 CHF | 52,721 CHF | 99.17% | 99.17% |
14/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 262,904 CHF | 54,081 CHF | 99.16% | 99.16% |
13/11/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 218,116 CHF | 45,123 CHF | 99.16% | 99.16% |
12/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 227,727 CHF | 47,046 CHF | 99.17% | 99.17% |
11/11/2024 | 2.45% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 678,928 | 150,000 | 273,499 CHF | 62,371 CHF | 99.17% | 99.17% |
08/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 273,092 CHF | 69,773 CHF | 99.17% | 99.17% |
07/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 277,187 CHF | 70,797 CHF | 98.27% | 98.27% |