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 | 3.17% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,491 | 175,491 | 54,643 CHF | 56,398 CHF | 97.95% | 97.95% |
22/11/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 164,574 | 164,574 | 53,865 CHF | 55,511 CHF | 99.38% | 99.38% |
20/11/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 205,170 | 205,170 | 52,777 CHF | 54,829 CHF | 99.39% | 99.39% |
19/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 181,519 | 181,519 | 53,476 CHF | 55,291 CHF | 98.61% | 98.61% |
18/11/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 213,716 | 213,716 | 53,257 CHF | 55,394 CHF | 99.27% | 99.27% |
15/11/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,260 | 200,260 | 52,099 CHF | 54,102 CHF | 99.37% | 99.37% |
14/11/2024 | 3.62% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 194,218 | 194,218 | 52,693 CHF | 54,635 CHF | 99.33% | 99.33% |
13/11/2024 | 2.97% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 166,599 | 166,598 | 55,160 CHF | 56,825 CHF | 99.38% | 99.38% |
12/11/2024 | 3.09% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 168,461 | 168,461 | 53,648 CHF | 55,332 CHF | 99.04% | 99.04% |
11/11/2024 | 5.38% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 291,783 | 291,783 | 52,839 CHF | 55,757 CHF | 99.27% | 99.27% |