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 | 1.86% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 129,859 | 129,328 | 88,913 CHF | 90,097 CHF | 99.62% | 99.62% |
20/11/2024 | 1.90% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 129,953 | 129,424 | 86,349 CHF | 87,538 CHF | 99.35% | 99.35% |
19/11/2024 | 1.79% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 130,199 | 129,665 | 84,868 CHF | 85,979 CHF | 98.53% | 98.53% |
18/11/2024 | 1.90% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 129,703 | 129,169 | 90,797 CHF | 92,034 CHF | 98.70% | 98.70% |
15/11/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 250,000 | 250,000 | 130,920 | 130,401 | 89,944 CHF | 90,973 CHF | 95.98% | 95.98% |
14/11/2024 | 1.53% | 0.71 CHF | 0.72 CHF | 250,000 | 250,000 | 129,502 | 129,502 | 93,413 CHF | 94,808 CHF | 99.02% | 99.02% |
13/11/2024 | 1.55% | 0.72 CHF | 0.73 CHF | 250,000 | 250,000 | 135,037 | 134,831 | 95,069 CHF | 96,361 CHF | 88.81% | 88.81% |
12/11/2024 | 1.63% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 131,011 | 130,462 | 91,964 CHF | 93,014 CHF | 95.92% | 95.92% |
11/11/2024 | 1.75% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 129,857 | 129,327 | 86,827 CHF | 87,920 CHF | 99.23% | 99.23% |
08/11/2024 | 1.84% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 131,313 | 129,726 | 80,145 CHF | 80,591 CHF | 98.36% | 98.36% |