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 | 2.38% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 137,315 | 129,358 | 68,917 CHF | 66,489 CHF | 99.55% | 99.55% |
20/11/2024 | 2.50% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 139,928 | 129,464 | 67,732 CHF | 64,196 CHF | 99.25% | 99.25% |
19/11/2024 | 2.51% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 140,213 | 129,707 | 66,279 CHF | 62,706 CHF | 98.43% | 98.43% |
18/11/2024 | 2.66% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 131,860 | 129,199 | 68,443 CHF | 68,730 CHF | 98.63% | 98.63% |
15/11/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 133,025 | 130,433 | 67,340 CHF | 67,416 CHF | 95.91% | 95.91% |
14/11/2024 | 2.09% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 132,186 | 129,532 | 71,416 CHF | 71,420 CHF | 98.94% | 98.94% |
13/11/2024 | 2.06% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 135,892 | 134,869 | 71,224 CHF | 72,127 CHF | 88.74% | 88.74% |
12/11/2024 | 2.28% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 133,248 | 130,507 | 69,635 CHF | 69,692 CHF | 95.80% | 95.80% |
11/11/2024 | 2.49% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 139,869 | 129,355 | 68,264 CHF | 64,793 CHF | 99.16% | 99.16% |
08/11/2024 | 2.56% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 148,021 | 129,698 | 63,902 CHF | 57,520 CHF | 98.48% | 98.48% |