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 | 1.12% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 220,990 CHF | 89,396 CHF | 99.17% | 99.17% |
19/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,229 CHF | 89,892 CHF | 99.17% | 99.17% |
18/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 223,358 CHF | 90,343 CHF | 99.23% | 99.23% |
15/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,941 CHF | 90,176 CHF | 99.17% | 99.17% |
14/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,431 CHF | 87,572 CHF | 99.16% | 99.16% |
13/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 210,385 CHF | 85,154 CHF | 99.17% | 99.17% |
12/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 204,862 CHF | 82,945 CHF | 99.17% | 99.17% |
11/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,017 CHF | 89,807 CHF | 99.17% | 99.17% |
08/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,958 CHF | 90,183 CHF | 99.17% | 99.17% |
07/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 220,253 CHF | 89,101 CHF | 98.06% | 98.06% |