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 | 4.27% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,070 CHF | 59,857 CHF | 99.38% | 99.38% |
19/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,898 CHF | 59,799 CHF | 99.38% | 99.38% |
18/11/2024 | 4.42% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,174 CHF | 57,891 CHF | 99.38% | 99.38% |
15/11/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 153,623 CHF | 53,708 CHF | 99.35% | 99.35% |
14/11/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,279 CHF | 55,926 CHF | 99.38% | 99.38% |
13/11/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 159,176 CHF | 55,559 CHF | 99.37% | 99.37% |
12/11/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 188,930 CHF | 65,477 CHF | 99.15% | 99.15% |
11/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 198,120 CHF | 68,540 CHF | 99.13% | 99.13% |
08/11/2024 | 4.23% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,981 CHF | 60,494 CHF | 99.38% | 99.38% |
07/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 169,181 CHF | 58,894 CHF | 98.56% | 98.56% |