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 | 2.08% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,399 CHF | 97,133 CHF | 99.38% | 99.38% |
19/11/2024 | 2.85% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 259,977 CHF | 71,327 CHF | 99.38% | 99.38% |
18/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 278,704 CHF | 76,321 CHF | 99.38% | 99.38% |
15/11/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 295,112 CHF | 80,696 CHF | 98.92% | 98.92% |
14/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 750,000 | 200,000 | 748,448 | 200,000 | 312,460 CHF | 85,501 CHF | 99.38% | 99.38% |
13/11/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 268,014 CHF | 73,470 CHF | 99.38% | 99.38% |
12/11/2024 | 2.50% | 0.35 CHF | 0.36 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 296,449 CHF | 81,053 CHF | 99.16% | 99.16% |
11/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 750,000 | 200,000 | 723,406 | 200,000 | 309,941 CHF | 87,799 CHF | 99.38% | 99.38% |
08/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 750,000 | 200,000 | 657,196 | 200,000 | 287,612 CHF | 89,660 CHF | 99.37% | 99.37% |
07/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 618,636 | 200,000 | 279,669 CHF | 92,500 CHF | 98.58% | 98.58% |