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 | 1.87% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 130,346 | 129,389 | 82,082 CHF | 82,955 CHF | 99.44% | 99.44% |
19/11/2024 | 1.91% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 130,166 | 129,631 | 80,298 CHF | 81,437 CHF | 98.62% | 98.62% |
18/11/2024 | 1.66% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 129,678 | 129,143 | 86,102 CHF | 87,147 CHF | 98.76% | 98.76% |
15/11/2024 | 1.78% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 130,893 | 130,372 | 85,115 CHF | 86,226 CHF | 96.05% | 96.05% |
14/11/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 130,009 | 129,476 | 88,771 CHF | 89,792 CHF | 99.08% | 99.08% |
13/11/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 250,000 | 250,000 | 132,186 | 131,732 | 87,993 CHF | 89,055 CHF | 93.67% | 93.67% |
12/11/2024 | 1.72% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 131,004 | 130,454 | 87,197 CHF | 88,281 CHF | 95.92% | 95.92% |
11/11/2024 | 1.96% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 130,898 | 129,302 | 82,760 CHF | 83,314 CHF | 99.28% | 99.28% |
08/11/2024 | 2.05% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 131,292 | 129,701 | 75,288 CHF | 75,846 CHF | 98.42% | 98.42% |
07/11/2024 | 2.15% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 131,979 | 130,528 | 76,427 CHF | 77,136 CHF | 97.26% | 97.26% |