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 | 2.22% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 139,849 | 129,328 | 67,270 CHF | 63,663 CHF | 99.63% | 99.63% |
20/11/2024 | 2.46% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 139,943 | 129,423 | 64,841 CHF | 61,422 CHF | 99.36% | 99.36% |
19/11/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 141,359 | 129,664 | 63,875 CHF | 59,869 CHF | 98.54% | 98.54% |
18/11/2024 | 2.57% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 131,859 | 129,168 | 65,590 CHF | 65,814 CHF | 98.70% | 98.70% |
15/11/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 140,796 | 130,400 | 68,335 CHF | 64,669 CHF | 95.98% | 95.98% |
14/11/2024 | 2.26% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 132,162 | 129,501 | 68,508 CHF | 68,608 CHF | 99.02% | 99.02% |
13/11/2024 | 2.41% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 136,315 | 131,760 | 68,423 CHF | 67,707 CHF | 93.61% | 93.61% |
12/11/2024 | 2.28% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 135,261 | 130,460 | 67,805 CHF | 66,858 CHF | 95.92% | 95.92% |
11/11/2024 | 2.50% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 143,781 | 129,326 | 67,107 CHF | 62,040 CHF | 99.23% | 99.23% |
08/11/2024 | 2.74% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 155,821 | 129,669 | 63,962 CHF | 54,828 CHF | 98.55% | 98.55% |