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 | 1.78% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,435 CHF | 56,774 CHF | 99.17% | 99.17% |
19/11/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,388 CHF | 59,155 CHF | 99.17% | 99.17% |
18/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,747 CHF | 59,299 CHF | 99.23% | 99.23% |
15/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,833 CHF | 56,933 CHF | 99.17% | 99.17% |
14/11/2024 | 1.78% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,508 CHF | 56,803 CHF | 99.16% | 99.16% |
13/11/2024 | 2.24% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,311 CHF | 45,124 CHF | 99.16% | 99.16% |
12/11/2024 | 2.10% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,912 CHF | 48,165 CHF | 99.17% | 99.17% |
11/11/2024 | 1.81% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 137,042 CHF | 55,817 CHF | 99.17% | 99.17% |
08/11/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 143,274 CHF | 58,310 CHF | 99.17% | 99.17% |
07/11/2024 | 1.56% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 158,891 CHF | 64,556 CHF | 98.06% | 98.06% |