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 | 3.43% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 189,374 | 189,381 | 54,196 CHF | 56,092 CHF | 99.48% | 99.48% |
19/11/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 202,955 | 202,955 | 51,162 CHF | 53,191 CHF | 99.06% | 99.06% |
18/11/2024 | 3.47% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 184,821 | 184,821 | 52,296 CHF | 54,145 CHF | 99.17% | 99.17% |
15/11/2024 | 2.68% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 152,497 | 152,497 | 56,290 CHF | 57,815 CHF | 99.28% | 99.28% |
14/11/2024 | 2.08% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 121,459 | 121,459 | 57,975 CHF | 59,189 CHF | 99.14% | 99.14% |
13/11/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 94,606 | 94,606 | 47,635 CHF | 48,581 CHF | 97.63% | 97.63% |
12/11/2024 | 1.92% | 0.48 CHF | 0.49 CHF | 63,000 | 63,000 | 52,701 | 52,701 | 27,100 CHF | 27,627 CHF | 98.99% | 98.99% |
11/11/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,167 | 50,167 | 26,736 CHF | 27,237 CHF | 99.03% | 99.03% |
08/11/2024 | 2.36% | 0.50 CHF | 0.51 CHF | 63,000 | 63,000 | 63,182 | 63,182 | 26,581 CHF | 27,213 CHF | 99.28% | 99.28% |
07/11/2024 | 2.92% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 79,669 | 79,669 | 26,874 CHF | 27,671 CHF | 98.64% | 98.64% |