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 | 1.84% | 0.55 CHF | 0.56 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 322,604 CHF | 82,151 CHF | 99.38% | 99.38% |
19/11/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 305,591 CHF | 62,618 CHF | 99.38% | 99.38% |
18/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 324,153 CHF | 66,331 CHF | 99.38% | 99.38% |
15/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 341,698 CHF | 69,840 CHF | 98.91% | 98.91% |
14/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 750,000 | 150,000 | 722,586 | 150,000 | 345,903 CHF | 73,368 CHF | 99.38% | 99.38% |
13/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 313,090 CHF | 64,118 CHF | 99.38% | 99.38% |
12/11/2024 | 2.17% | 0.41 CHF | 0.42 CHF | 750,000 | 150,000 | 749,659 | 150,000 | 341,747 CHF | 69,883 CHF | 99.16% | 99.16% |
11/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750,000 | 150,000 | 653,521 | 150,000 | 320,538 CHF | 75,136 CHF | 99.38% | 99.38% |
08/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600,000 | 150,000 | 621,676 | 150,000 | 309,936 CHF | 76,333 CHF | 99.38% | 99.38% |
07/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600,000 | 150,000 | 600,953 | 150,000 | 309,569 CHF | 78,776 CHF | 98.59% | 98.59% |