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 | 1.76% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,811 CHF | 57,324 CHF | 99.16% | 99.16% |
19/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 141,708 CHF | 57,683 CHF | 99.17% | 99.17% |
18/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 141,040 CHF | 57,416 CHF | 99.21% | 99.21% |
15/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 136,934 CHF | 55,773 CHF | 99.16% | 99.16% |
14/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 134,957 CHF | 54,983 CHF | 99.15% | 99.15% |
13/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 134,304 CHF | 54,722 CHF | 99.16% | 99.16% |
12/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,496 CHF | 52,399 CHF | 99.17% | 99.17% |
11/11/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,772 CHF | 50,909 CHF | 99.17% | 99.17% |
08/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,541 CHF | 51,217 CHF | 99.17% | 99.17% |
07/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 119,918 CHF | 48,967 CHF | 98.06% | 98.06% |