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 | 1.50% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 165,616 CHF | 67,247 CHF | 99.17% | 99.17% |
19/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,851 CHF | 67,740 CHF | 99.17% | 99.17% |
18/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 168,201 CHF | 68,281 CHF | 99.23% | 99.23% |
15/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,897 CHF | 68,159 CHF | 99.17% | 99.17% |
14/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 161,356 CHF | 65,542 CHF | 99.16% | 99.16% |
13/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 154,729 CHF | 62,892 CHF | 99.17% | 99.17% |
12/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 149,566 CHF | 60,826 CHF | 99.17% | 99.17% |
11/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,580 CHF | 67,632 CHF | 99.17% | 99.17% |
08/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,803 CHF | 68,121 CHF | 99.17% | 99.17% |
07/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 165,069 CHF | 67,028 CHF | 98.06% | 98.06% |