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 | 1.24% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 200,990 CHF | 81,396 CHF | 99.17% | 99.17% |
19/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 202,428 CHF | 81,971 CHF | 99.17% | 99.17% |
18/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 203,659 CHF | 82,464 CHF | 99.23% | 99.23% |
15/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 203,353 CHF | 82,341 CHF | 99.17% | 99.17% |
14/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,989 CHF | 79,796 CHF | 99.16% | 99.16% |
13/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 190,385 CHF | 77,154 CHF | 99.17% | 99.17% |
12/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,862 CHF | 74,945 CHF | 99.17% | 99.17% |
11/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 202,017 CHF | 81,807 CHF | 99.17% | 99.17% |
08/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 202,958 CHF | 82,183 CHF | 99.17% | 99.17% |
07/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 200,253 CHF | 81,101 CHF | 98.06% | 98.06% |