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 | 1.64% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 151,192 CHF | 61,477 CHF | 99.16% | 99.16% |
19/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,655 CHF | 63,262 CHF | 99.16% | 99.16% |
18/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 158,757 CHF | 64,503 CHF | 99.22% | 99.22% |
15/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,372 CHF | 63,549 CHF | 99.17% | 99.17% |
14/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,465 CHF | 65,186 CHF | 99.15% | 99.15% |
13/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,800 CHF | 67,720 CHF | 99.16% | 99.16% |
12/11/2024 | 1.64% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 151,175 CHF | 61,470 CHF | 99.15% | 99.15% |
11/11/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,898 CHF | 54,559 CHF | 99.16% | 99.16% |
08/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 137,127 CHF | 55,851 CHF | 99.16% | 99.16% |
07/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,362 CHF | 55,145 CHF | 98.06% | 98.06% |