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 | 1.91% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 130,007 CHF | 132,507 CHF | 100.00% | 100.00% |
19/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 128,431 CHF | 130,931 CHF | 92.93% | 92.93% |
18/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 137,191 CHF | 139,691 CHF | 100.00% | 100.00% |
15/11/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 144,488 CHF | 146,988 CHF | 100.00% | 100.00% |
14/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 159,222 CHF | 161,722 CHF | 99.24% | 99.24% |
13/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 247,699 | 247,699 | 166,178 CHF | 168,655 CHF | 99.40% | 99.40% |
12/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 166,407 CHF | 168,907 CHF | 100.00% | 100.00% |
11/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 175,800 CHF | 178,300 CHF | 100.00% | 100.00% |
08/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 169,283 CHF | 171,783 CHF | 100.00% | 100.00% |
07/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 178,120 CHF | 180,620 CHF | 59.34% | 59.34% |