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 | 3.13% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,628 CHF | 32,451 CHF | 99.16% | 99.16% |
19/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,732 CHF | 32,093 CHF | 99.16% | 99.16% |
18/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,692 CHF | 32,477 CHF | 99.20% | 99.20% |
15/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 82,972 CHF | 34,189 CHF | 99.17% | 99.17% |
14/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,018 CHF | 35,007 CHF | 99.15% | 99.15% |
13/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,683 CHF | 35,273 CHF | 99.16% | 99.16% |
12/11/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,503 CHF | 37,601 CHF | 99.16% | 99.16% |
11/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,228 CHF | 39,091 CHF | 99.17% | 99.17% |
08/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 94,812 CHF | 38,925 CHF | 99.17% | 99.17% |
07/11/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 100,180 CHF | 41,072 CHF | 98.05% | 98.05% |