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 | 1.65% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 150,093 CHF | 61,037 CHF | 99.17% | 99.17% |
19/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 152,153 CHF | 61,861 CHF | 99.17% | 99.17% |
18/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 154,366 CHF | 62,746 CHF | 99.22% | 99.22% |
15/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 152,956 CHF | 62,183 CHF | 99.16% | 99.16% |
14/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,677 CHF | 63,271 CHF | 99.15% | 99.15% |
13/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,814 CHF | 64,926 CHF | 99.16% | 99.16% |
12/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 149,256 CHF | 60,703 CHF | 99.16% | 99.16% |
11/11/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,155 CHF | 56,262 CHF | 99.17% | 99.17% |
08/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,098 CHF | 57,039 CHF | 99.17% | 99.17% |
07/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,408 CHF | 56,763 CHF | 98.05% | 98.05% |