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 | 2.31% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 139,858 | 129,411 | 69,001 CHF | 65,306 CHF | 99.37% | 99.37% |
19/11/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 138,856 | 129,641 | 66,894 CHF | 63,747 CHF | 98.59% | 98.59% |
18/11/2024 | 2.44% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 131,822 | 129,150 | 69,552 CHF | 69,714 CHF | 98.74% | 98.74% |
15/11/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 132,983 | 130,381 | 68,552 CHF | 68,595 CHF | 96.03% | 96.03% |
14/11/2024 | 2.13% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 132,148 | 129,483 | 72,498 CHF | 72,516 CHF | 99.06% | 99.06% |
13/11/2024 | 2.29% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 134,007 | 131,741 | 71,306 CHF | 71,651 CHF | 93.66% | 93.66% |
12/11/2024 | 2.15% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 133,234 | 130,480 | 70,806 CHF | 70,780 CHF | 95.84% | 95.84% |
11/11/2024 | 2.35% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 139,834 | 129,309 | 69,528 CHF | 65,904 CHF | 99.27% | 99.27% |
08/11/2024 | 2.55% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 147,990 | 129,652 | 65,211 CHF | 58,676 CHF | 98.59% | 98.59% |
07/11/2024 | 2.67% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 148,558 | 130,535 | 66,037 CHF | 59,598 CHF | 97.25% | 97.25% |