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 | 2.18% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,864 CHF | 58,114 CHF | 99.07% | 99.07% |
19/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,574 CHF | 57,824 CHF | 95.89% | 95.89% |
18/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,372 CHF | 56,622 CHF | 99.34% | 99.34% |
15/11/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,123 CHF | 54,373 CHF | 99.33% | 99.33% |
14/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,952 CHF | 57,202 CHF | 99.01% | 99.01% |
13/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 111,566 | 111,566 | 49,064 CHF | 50,180 CHF | 98.69% | 98.69% |
12/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,944 CHF | 28,574 CHF | 98.42% | 98.42% |
11/11/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,394 CHF | 28,024 CHF | 99.32% | 99.32% |
08/11/2024 | 2.47% | 0.43 CHF | 0.44 CHF | 63,000 | 63,000 | 68,858 | 68,858 | 27,473 CHF | 28,161 CHF | 99.45% | 99.45% |
07/11/2024 | 2.40% | 0.38 CHF | 0.39 CHF | 75,000 | 75,000 | 64,633 | 64,633 | 26,601 CHF | 27,247 CHF | 99.29% | 99.29% |