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 | 2.02% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 122,567 CHF | 50,027 CHF | 99.17% | 99.17% |
19/11/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,440 CHF | 46,776 CHF | 99.17% | 99.17% |
18/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 121,422 CHF | 49,569 CHF | 99.22% | 99.22% |
15/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,647 CHF | 51,259 CHF | 99.17% | 99.17% |
14/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 123,255 CHF | 50,302 CHF | 99.16% | 99.16% |
13/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,390 CHF | 45,156 CHF | 99.17% | 99.17% |
12/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,930 CHF | 47,372 CHF | 99.17% | 99.17% |
11/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,560 CHF | 48,024 CHF | 99.17% | 99.17% |
08/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,964 CHF | 45,386 CHF | 99.17% | 99.17% |
07/11/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,381 CHF | 46,752 CHF | 98.06% | 98.06% |