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 | 1.32% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,841 CHF | 76,137 CHF | 99.17% | 99.17% |
19/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 188,602 CHF | 76,441 CHF | 99.17% | 99.17% |
18/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,652 CHF | 79,661 CHF | 99.22% | 99.22% |
15/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 203,486 CHF | 82,395 CHF | 99.16% | 99.16% |
14/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 204,156 CHF | 82,662 CHF | 99.15% | 99.15% |
13/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 199,359 CHF | 80,744 CHF | 99.16% | 99.16% |
12/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 204,838 CHF | 82,935 CHF | 99.15% | 99.15% |
11/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,216 CHF | 87,486 CHF | 99.17% | 99.17% |
08/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 215,164 CHF | 87,066 CHF | 99.16% | 99.16% |
07/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 227,720 CHF | 92,088 CHF | 98.06% | 98.06% |