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 | 3.97% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,096 CHF | 51,365 CHF | 99.38% | 99.38% |
19/11/2024 | 4.51% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,127 CHF | 45,376 CHF | 99.38% | 99.38% |
18/11/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,302 CHF | 46,434 CHF | 99.25% | 99.25% |
15/11/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,150 CHF | 50,050 CHF | 99.38% | 99.38% |
14/11/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,863 CHF | 49,288 CHF | 99.37% | 99.37% |
13/11/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,067 CHF | 48,356 CHF | 99.38% | 99.38% |
12/11/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,843 CHF | 50,948 CHF | 99.38% | 99.38% |
11/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,464 CHF | 56,821 CHF | 99.37% | 99.37% |
08/11/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,622 CHF | 54,207 CHF | 99.37% | 99.37% |
07/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,537 CHF | 52,846 CHF | 98.38% | 98.38% |