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 | 1.92% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 131,977 | 129,322 | 71,451 CHF | 71,380 CHF | 99.64% | 99.64% |
20/11/2024 | 2.07% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 132,064 | 129,417 | 69,058 CHF | 69,052 CHF | 99.37% | 99.37% |
19/11/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 132,329 | 129,658 | 67,612 CHF | 67,570 CHF | 98.55% | 98.55% |
18/11/2024 | 2.16% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 130,765 | 129,164 | 72,824 CHF | 73,416 CHF | 98.71% | 98.71% |
15/11/2024 | 2.01% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 132,995 | 130,395 | 72,441 CHF | 72,445 CHF | 95.99% | 95.99% |
14/11/2024 | 2.25% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 131,094 | 129,497 | 75,575 CHF | 76,260 CHF | 99.03% | 99.03% |
13/11/2024 | 2.70% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 134,017 | 131,753 | 74,900 CHF | 75,477 CHF | 93.63% | 93.63% |
12/11/2024 | 2.06% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 132,106 | 130,457 | 74,054 CHF | 74,573 CHF | 95.93% | 95.93% |
11/11/2024 | 2.18% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 131,976 | 129,321 | 69,587 CHF | 69,671 CHF | 99.24% | 99.24% |
08/11/2024 | 2.38% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 140,350 | 129,721 | 65,897 CHF | 62,392 CHF | 98.37% | 98.37% |