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 | 1.46% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,362 CHF | 69,145 CHF | 99.17% | 99.17% |
19/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,368 CHF | 70,347 CHF | 99.17% | 99.17% |
18/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,011 CHF | 71,005 CHF | 99.22% | 99.22% |
15/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,786 CHF | 70,514 CHF | 99.17% | 99.17% |
14/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 176,758 CHF | 71,703 CHF | 99.15% | 99.15% |
13/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,710 CHF | 73,284 CHF | 99.16% | 99.16% |
12/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,384 CHF | 69,154 CHF | 99.16% | 99.16% |
11/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 158,715 CHF | 64,486 CHF | 99.17% | 99.17% |
08/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,741 CHF | 65,296 CHF | 99.16% | 99.16% |
07/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,916 CHF | 64,967 CHF | 98.05% | 98.05% |