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 | 1.10% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,993 CHF | 91,797 CHF | 99.17% | 99.17% |
19/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,943 CHF | 92,577 CHF | 99.17% | 99.17% |
18/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 218,157 CHF | 88,263 CHF | 99.23% | 99.23% |
15/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,196 CHF | 84,278 CHF | 99.17% | 99.17% |
14/11/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 217,341 CHF | 87,937 CHF | 99.16% | 99.16% |
13/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,065 CHF | 89,826 CHF | 99.17% | 99.17% |
12/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,427 CHF | 87,571 CHF | 99.17% | 99.17% |
11/11/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,371 CHF | 78,748 CHF | 99.17% | 99.17% |
08/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 192,919 CHF | 78,167 CHF | 99.17% | 99.17% |
07/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 162,963 CHF | 66,185 CHF | 98.06% | 98.06% |