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 | 2.00% | 0.48 CHF | 0.49 CHF | 370,000 | 370,000 | 368,463 | 368,463 | 182,195 CHF | 185,880 CHF | 99.29% | 99.29% |
19/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 370,000 | 370,000 | 370,049 | 370,049 | 176,596 CHF | 180,297 CHF | 98.49% | 98.49% |
18/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 370,000 | 370,000 | 369,933 | 369,933 | 173,993 CHF | 177,693 CHF | 99.83% | 99.83% |
15/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 370,000 | 370,000 | 368,469 | 368,469 | 176,549 CHF | 180,233 CHF | 99.63% | 99.63% |
14/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 370,000 | 370,000 | 368,443 | 368,443 | 182,593 CHF | 186,277 CHF | 97.88% | 97.88% |
13/11/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 380,000 | 380,000 | 378,649 | 378,649 | 155,816 CHF | 159,602 CHF | 99.06% | 99.06% |
12/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 380,000 | 380,000 | 375,513 | 375,513 | 170,002 CHF | 173,757 CHF | 99.31% | 99.31% |
11/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 370,000 | 370,000 | 368,470 | 368,470 | 177,631 CHF | 181,316 CHF | 99.76% | 99.76% |
08/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 370,000 | 370,000 | 371,660 | 371,660 | 171,211 CHF | 174,928 CHF | 98.53% | 98.53% |
07/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 380,000 | 380,000 | 376,710 | 376,710 | 166,964 CHF | 170,731 CHF | 99.17% | 99.17% |