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 | 2.90% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,307 CHF | 87,602 CHF | 99.35% | 99.35% |
19/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 252,463 CHF | 86,655 CHF | 96.74% | 96.74% |
18/11/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 749,532 | 249,844 | 274,164 CHF | 93,886 CHF | 97.66% | 97.66% |
15/11/2024 | 2.49% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 605,942 | 201,981 | 240,616 CHF | 82,225 CHF | 96.55% | 96.55% |
14/11/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 240,021 CHF | 82,007 CHF | 99.33% | 99.33% |
13/11/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 240,457 CHF | 82,152 CHF | 98.80% | 98.80% |
12/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,290 CHF | 87,430 CHF | 99.26% | 99.26% |
11/11/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,624 CHF | 84,208 CHF | 99.36% | 99.36% |
08/11/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,096 CHF | 78,365 CHF | 99.35% | 99.35% |
07/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 734,543 | 244,848 | 278,340 CHF | 95,229 CHF | 98.74% | 98.74% |