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 | 1.43% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,228 CHF | 70,291 CHF | 99.17% | 99.17% |
19/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,849 CHF | 66,940 CHF | 99.17% | 99.17% |
18/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 171,717 CHF | 69,687 CHF | 99.22% | 99.22% |
15/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,867 CHF | 71,347 CHF | 99.17% | 99.17% |
14/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,509 CHF | 70,404 CHF | 99.16% | 99.16% |
13/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,642 CHF | 65,257 CHF | 99.17% | 99.17% |
12/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,146 CHF | 67,458 CHF | 99.16% | 99.16% |
11/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,585 CHF | 68,034 CHF | 99.17% | 99.17% |
08/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 161,002 CHF | 65,401 CHF | 99.17% | 99.17% |
07/11/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,419 CHF | 66,768 CHF | 98.06% | 98.06% |