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 | 2.44% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 130,099 | 130,099 | 52,578 CHF | 53,879 CHF | 99.38% | 99.38% |
19/11/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 151,835 | 151,835 | 53,289 CHF | 54,807 CHF | 99.23% | 99.23% |
18/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,037 CHF | 57,537 CHF | 99.28% | 99.28% |
15/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,727 CHF | 58,227 CHF | 99.37% | 99.37% |
14/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 147,006 | 147,006 | 57,104 CHF | 58,575 CHF | 99.35% | 99.35% |
13/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 142,566 | 142,566 | 55,456 CHF | 56,882 CHF | 99.39% | 99.39% |
12/11/2024 | 2.43% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 132,599 | 132,599 | 53,799 CHF | 55,125 CHF | 99.07% | 99.07% |
11/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,782 | 125,782 | 55,686 CHF | 56,944 CHF | 99.27% | 99.27% |
08/11/2024 | 3.14% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 171,463 | 171,463 | 53,871 CHF | 55,586 CHF | 99.38% | 99.38% |
07/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 178,138 | 178,138 | 53,666 CHF | 55,447 CHF | 99.26% | 99.26% |