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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.69% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 130,922 | 129,330 | 81,416 CHF | 81,788 CHF | 99.62% | 99.62% |
20/11/2024 | 1.79% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 131,013 | 129,426 | 78,995 CHF | 79,411 CHF | 99.35% | 99.35% |
19/11/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 131,269 | 129,667 | 77,538 CHF | 77,935 CHF | 98.53% | 98.53% |
18/11/2024 | 1.92% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 129,704 | 129,171 | 82,610 CHF | 83,775 CHF | 98.69% | 98.69% |
15/11/2024 | 1.73% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 131,961 | 130,403 | 82,470 CHF | 82,891 CHF | 95.98% | 95.98% |
14/11/2024 | 1.86% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 130,036 | 129,504 | 85,490 CHF | 86,670 CHF | 99.01% | 99.01% |
13/11/2024 | 2.37% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 132,214 | 131,761 | 84,429 CHF | 85,971 CHF | 93.61% | 93.61% |
12/11/2024 | 1.81% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 131,013 | 130,464 | 83,869 CHF | 84,968 CHF | 95.91% | 95.91% |
11/11/2024 | 1.88% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 130,921 | 129,329 | 79,473 CHF | 79,951 CHF | 99.22% | 99.22% |
08/11/2024 | 2.18% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 132,317 | 129,677 | 72,523 CHF | 72,564 CHF | 98.52% | 98.52% |