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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,517 CHF | 40,807 CHF | 99.38% | 99.38% |
22/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,044 CHF | 43,818 CHF | 99.26% | 99.26% |
20/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 101,713 CHF | 41,685 CHF | 99.38% | 99.38% |
19/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 119,717 CHF | 48,887 CHF | 99.38% | 99.38% |
18/11/2024 | 2.25% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,526 CHF | 45,210 CHF | 99.38% | 99.38% |
15/11/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,217 CHF | 44,687 CHF | 99.37% | 99.37% |
14/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,909 CHF | 47,763 CHF | 99.38% | 99.38% |
13/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,670 CHF | 55,268 CHF | 99.38% | 99.38% |
12/11/2024 | 1.99% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,332 CHF | 50,733 CHF | 99.11% | 99.11% |
11/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 119,147 CHF | 48,659 CHF | 99.38% | 99.38% |