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 | 1.15% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,075 CHF | 87,430 CHF | 99.16% | 99.16% |
19/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 215,228 CHF | 87,091 CHF | 99.17% | 99.17% |
18/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 207,099 CHF | 83,840 CHF | 99.21% | 99.21% |
15/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 201,514 CHF | 81,605 CHF | 99.17% | 99.17% |
14/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 200,844 CHF | 81,338 CHF | 99.15% | 99.15% |
13/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,641 CHF | 83,256 CHF | 99.16% | 99.16% |
12/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 200,163 CHF | 81,065 CHF | 99.16% | 99.16% |
11/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 189,917 CHF | 76,967 CHF | 99.17% | 99.17% |
08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,446 CHF | 77,579 CHF | 99.16% | 99.16% |
07/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 178,619 CHF | 72,448 CHF | 98.05% | 98.05% |