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 | 1.49% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,180 CHF | 67,472 CHF | 99.17% | 99.17% |
22/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 163,929 CHF | 66,572 CHF | 99.17% | 99.17% |
20/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,788 CHF | 67,715 CHF | 99.16% | 99.16% |
19/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,587 CHF | 68,035 CHF | 99.16% | 99.16% |
18/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,605 CHF | 67,642 CHF | 99.22% | 99.22% |
15/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 162,710 CHF | 66,084 CHF | 99.16% | 99.16% |
14/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,811 CHF | 65,324 CHF | 99.16% | 99.16% |
13/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,846 CHF | 64,938 CHF | 99.16% | 99.16% |
12/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 154,069 CHF | 62,628 CHF | 99.16% | 99.16% |
11/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 150,428 CHF | 61,171 CHF | 99.17% | 99.17% |