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 | 1.81% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 136,999 CHF | 55,800 CHF | 99.17% | 99.17% |
19/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,233 CHF | 56,293 CHF | 99.17% | 99.17% |
18/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,366 CHF | 56,747 CHF | 99.23% | 99.23% |
15/11/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,194 CHF | 56,677 CHF | 99.17% | 99.17% |
14/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,718 CHF | 54,087 CHF | 99.16% | 99.16% |
13/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 126,164 CHF | 51,466 CHF | 99.17% | 99.17% |
12/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 120,800 CHF | 49,320 CHF | 99.17% | 99.17% |
11/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,331 CHF | 56,332 CHF | 99.17% | 99.17% |
08/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,177 CHF | 56,671 CHF | 99.17% | 99.17% |
07/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 136,407 CHF | 55,563 CHF | 98.06% | 98.06% |