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 | 1.72% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 130,995 | 129,402 | 77,531 CHF | 77,904 CHF | 99.40% | 99.40% |
19/11/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 131,239 | 129,633 | 76,048 CHF | 76,473 CHF | 98.61% | 98.61% |
18/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 129,679 | 129,145 | 81,186 CHF | 82,177 CHF | 98.76% | 98.76% |
15/11/2024 | 2.31% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 131,937 | 130,374 | 80,732 CHF | 81,500 CHF | 96.04% | 96.04% |
14/11/2024 | 2.06% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 130,011 | 129,477 | 83,750 CHF | 85,029 CHF | 99.08% | 99.08% |
13/11/2024 | 1.77% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 134,985 | 134,223 | 84,676 CHF | 85,657 CHF | 89.73% | 89.73% |
12/11/2024 | 1.94% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 130,997 | 130,446 | 82,274 CHF | 83,441 CHF | 95.95% | 95.95% |
11/11/2024 | 1.84% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 130,899 | 129,304 | 78,010 CHF | 78,477 CHF | 99.28% | 99.28% |
08/11/2024 | 2.32% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 132,298 | 129,652 | 70,894 CHF | 71,008 CHF | 98.58% | 98.58% |
07/11/2024 | 2.01% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 132,948 | 130,530 | 71,866 CHF | 71,960 CHF | 97.26% | 97.26% |