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 | 1.66% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 119,734 CHF | 121,734 CHF | 100.00% | 100.00% |
19/11/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 131,021 CHF | 133,021 CHF | 86.98% | 86.98% |
18/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,092 CHF | 111,092 CHF | 99.93% | 99.93% |
15/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,981 CHF | 115,981 CHF | 100.00% | 100.00% |
14/11/2024 | 1.55% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,136 CHF | 130,136 CHF | 100.00% | 100.00% |
13/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 136,097 CHF | 138,097 CHF | 100.00% | 100.00% |
12/11/2024 | 1.58% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 125,686 CHF | 127,686 CHF | 99.98% | 99.98% |
11/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 118,728 CHF | 120,728 CHF | 100.00% | 100.00% |
08/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 131,119 CHF | 133,119 CHF | 98.94% | 98.94% |
07/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 116,358 CHF | 118,358 CHF | 85.74% | 85.74% |