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 | 3.74% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,844 CHF | 27,281 CHF | 99.38% | 99.38% |
19/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 368,055 | 122,685 | 88,970 CHF | 30,884 CHF | 99.38% | 99.38% |
18/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 305,606 | 101,869 | 73,905 CHF | 25,654 CHF | 99.26% | 99.26% |
15/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 75,053 CHF | 26,018 CHF | 99.38% | 99.38% |
14/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,575 CHF | 26,525 CHF | 99.37% | 99.37% |
13/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 311,214 | 103,738 | 79,291 CHF | 27,468 CHF | 99.37% | 99.37% |
12/11/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 310,740 | 103,580 | 77,620 CHF | 26,909 CHF | 99.38% | 99.38% |
11/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 82,437 CHF | 28,479 CHF | 99.37% | 99.37% |
08/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,210 CHF | 28,070 CHF | 99.38% | 99.38% |
07/11/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 88,758 CHF | 30,586 CHF | 98.36% | 98.36% |