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 | 3.58% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 602,394 | 200,798 | 165,456 CHF | 57,160 CHF | 99.16% | 99.16% |
19/11/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 599,864 | 199,978 | 160,203 CHF | 55,407 CHF | 99.16% | 99.16% |
18/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,323 CHF | 59,275 CHF | 99.23% | 99.23% |
15/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,542 CHF | 59,681 CHF | 99.17% | 99.17% |
14/11/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,981 CHF | 60,160 CHF | 99.15% | 99.15% |
13/11/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,433 CHF | 55,311 CHF | 99.16% | 99.16% |
12/11/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 748,961 | 249,654 | 174,509 CHF | 60,666 CHF | 99.16% | 99.16% |
11/11/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,148 CHF | 56,883 CHF | 99.16% | 99.16% |
08/11/2024 | 5.28% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 139,051 CHF | 48,850 CHF | 99.16% | 99.16% |
07/11/2024 | 5.31% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,778 CHF | 48,426 CHF | 98.18% | 98.18% |