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 | 2.98% | 0.36 CHF | 0.36 CHF | 250,000 | 250,000 | 171,329 | 129,402 | 60,354 CHF | 46,897 CHF | 99.40% | 99.40% |
19/11/2024 | 2.99% | 0.34 CHF | 0.34 CHF | 250,000 | 250,000 | 171,673 | 129,633 | 58,911 CHF | 45,438 CHF | 98.61% | 98.61% |
18/11/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 155,582 | 129,144 | 60,383 CHF | 51,244 CHF | 98.76% | 98.76% |
15/11/2024 | 2.77% | 0.38 CHF | 0.38 CHF | 250,000 | 250,000 | 164,184 | 130,374 | 61,337 CHF | 49,957 CHF | 96.04% | 96.04% |
14/11/2024 | 2.54% | 0.40 CHF | 0.40 CHF | 250,000 | 250,000 | 155,715 | 129,478 | 63,477 CHF | 53,867 CHF | 99.08% | 99.08% |
13/11/2024 | 2.66% | 0.41 CHF | 0.41 CHF | 250,000 | 250,000 | 163,586 | 131,737 | 63,786 CHF | 52,719 CHF | 93.67% | 93.67% |
12/11/2024 | 2.66% | 0.39 CHF | 0.39 CHF | 250,000 | 250,000 | 159,119 | 130,447 | 62,245 CHF | 52,264 CHF | 95.94% | 95.94% |
11/11/2024 | 3.00% | 0.39 CHF | 0.39 CHF | 250,000 | 250,000 | 172,372 | 129,304 | 61,235 CHF | 47,648 CHF | 99.28% | 99.28% |
08/11/2024 | 3.53% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 192,711 | 129,653 | 57,735 CHF | 40,437 CHF | 98.58% | 98.58% |
07/11/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 187,572 | 130,530 | 57,266 CHF | 41,230 CHF | 97.26% | 97.26% |