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 | 3.13% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,797 CHF | 64,932 CHF | 98.92% | 98.92% |
19/11/2024 | 2.52% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,709 CHF | 80,903 CHF | 90.32% | 90.32% |
18/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,611 CHF | 111,870 CHF | 97.04% | 97.04% |
15/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,371 CHF | 117,124 CHF | 98.92% | 98.92% |
14/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,798 CHF | 122,933 CHF | 98.93% | 98.93% |
13/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,744 CHF | 120,248 CHF | 96.52% | 96.52% |
12/11/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 346,162 CHF | 117,387 CHF | 96.35% | 96.35% |
11/11/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,000 CHF | 113,000 CHF | 98.86% | 98.86% |
08/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,139 CHF | 108,046 CHF | 98.90% | 98.90% |
07/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,060 CHF | 99,353 CHF | 98.25% | 98.25% |