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 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 103,795 | 50,000 | 51,822 CHF | 25,483 CHF | 100.00% | 100.00% |
19/11/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,007 CHF | 27,003 CHF | 100.00% | 100.00% |
18/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,143 CHF | 26,572 CHF | 100.00% | 100.00% |
15/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 99,460 | 50,000 | 51,798 CHF | 26,550 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 93,912 | 50,000 | 52,580 CHF | 28,527 CHF | 99.22% | 99.22% |
13/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 49,448 | 52,756 CHF | 29,478 CHF | 99.36% | 99.36% |
12/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,605 CHF | 29,169 CHF | 100.00% | 100.00% |
11/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 101,446 | 50,000 | 51,700 CHF | 25,996 CHF | 100.00% | 100.00% |
08/11/2024 | 3.02% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,755 CHF | 15,208 CHF | 100.00% | 100.00% |
07/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 48,697 | 53,016 CHF | 26,317 CHF | 98.73% | 98.73% |