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 | 1.92% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 130,982 | 129,399 | 76,258 CHF | 76,757 CHF | 99.45% | 99.45% |
20/11/2024 | 2.03% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 131,100 | 129,511 | 73,884 CHF | 74,417 CHF | 99.14% | 99.14% |
19/11/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 131,361 | 129,768 | 72,407 CHF | 72,869 CHF | 98.27% | 98.27% |
18/11/2024 | 2.20% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 130,829 | 129,238 | 78,185 CHF | 78,832 CHF | 98.53% | 98.53% |
15/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 132,026 | 130,478 | 77,329 CHF | 77,796 CHF | 95.81% | 95.81% |
14/11/2024 | 1.89% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 131,159 | 129,572 | 81,171 CHF | 81,670 CHF | 98.85% | 98.85% |
13/11/2024 | 2.17% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 133,188 | 131,841 | 80,082 CHF | 80,895 CHF | 93.44% | 93.44% |
12/11/2024 | 1.92% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 132,236 | 130,595 | 79,489 CHF | 79,948 CHF | 95.57% | 95.57% |
11/11/2024 | 2.05% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 132,034 | 129,396 | 74,964 CHF | 74,964 CHF | 99.06% | 99.06% |
08/11/2024 | 2.19% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 132,514 | 129,794 | 67,628 CHF | 67,660 CHF | 98.20% | 98.20% |