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 | 1.54% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 129,916 | 129,386 | 89,755 CHF | 90,751 CHF | 99.45% | 99.45% |
19/11/2024 | 1.69% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 130,164 | 129,629 | 88,183 CHF | 89,256 CHF | 98.63% | 98.63% |
18/11/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 250,000 | 250,000 | 129,142 | 129,142 | 93,621 CHF | 94,982 CHF | 98.76% | 98.76% |
15/11/2024 | 1.79% | 0.71 CHF | 0.72 CHF | 250,000 | 250,000 | 130,892 | 130,371 | 93,080 CHF | 94,274 CHF | 96.05% | 96.05% |
14/11/2024 | 1.54% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 129,474 | 129,474 | 96,240 CHF | 97,667 CHF | 99.08% | 99.08% |
13/11/2024 | 1.43% | 0.74 CHF | 0.75 CHF | 250,000 | 250,000 | 131,815 | 131,731 | 95,683 CHF | 96,978 CHF | 93.68% | 93.68% |
12/11/2024 | 1.61% | 0.72 CHF | 0.73 CHF | 250,000 | 250,000 | 130,449 | 130,449 | 94,703 CHF | 96,176 CHF | 95.93% | 95.93% |
11/11/2024 | 1.79% | 0.72 CHF | 0.73 CHF | 250,000 | 250,000 | 129,832 | 129,300 | 89,941 CHF | 91,111 CHF | 99.29% | 99.29% |
08/11/2024 | 1.86% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 130,172 | 129,643 | 82,434 CHF | 83,570 CHF | 98.61% | 98.61% |
07/11/2024 | 1.95% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 131,010 | 130,527 | 83,732 CHF | 84,961 CHF | 97.27% | 97.27% |