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 | 1.84% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 132,056 | 129,402 | 72,880 CHF | 72,734 CHF | 99.40% | 99.40% |
19/11/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 131,712 | 129,633 | 71,089 CHF | 71,310 CHF | 98.61% | 98.61% |
18/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 130,749 | 129,145 | 76,638 CHF | 77,017 CHF | 98.76% | 98.76% |
15/11/2024 | 2.47% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 131,937 | 130,374 | 75,452 CHF | 76,282 CHF | 96.04% | 96.04% |
14/11/2024 | 2.16% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 131,077 | 129,478 | 79,201 CHF | 79,841 CHF | 99.08% | 99.08% |
13/11/2024 | 1.94% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 134,945 | 134,169 | 79,274 CHF | 80,308 CHF | 89.82% | 89.82% |
12/11/2024 | 2.07% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 132,098 | 130,446 | 77,725 CHF | 78,262 CHF | 95.94% | 95.94% |
11/11/2024 | 2.05% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 131,963 | 129,304 | 73,374 CHF | 73,367 CHF | 99.28% | 99.28% |
08/11/2024 | 2.47% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 140,057 | 129,654 | 69,501 CHF | 65,912 CHF | 98.58% | 98.58% |
07/11/2024 | 2.15% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 133,508 | 130,530 | 66,876 CHF | 66,785 CHF | 97.26% | 97.26% |