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 | 1.30% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 190,962 CHF | 77,385 CHF | 99.17% | 99.17% |
19/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,220 CHF | 78,688 CHF | 99.17% | 99.17% |
18/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 195,954 CHF | 79,382 CHF | 99.22% | 99.22% |
15/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,620 CHF | 78,848 CHF | 99.17% | 99.17% |
14/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,257 CHF | 79,903 CHF | 99.15% | 99.15% |
13/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 201,644 CHF | 81,657 CHF | 99.16% | 99.16% |
12/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,019 CHF | 77,407 CHF | 99.16% | 99.16% |
11/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,481 CHF | 72,792 CHF | 99.17% | 99.17% |
08/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,933 CHF | 73,773 CHF | 99.16% | 99.16% |
07/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,341 CHF | 73,136 CHF | 97.98% | 97.98% |