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 | 2.21% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 132,060 | 129,406 | 67,886 CHF | 67,948 CHF | 99.39% | 99.39% |
19/11/2024 | 2.23% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 132,854 | 129,636 | 66,673 CHF | 66,441 CHF | 98.61% | 98.61% |
18/11/2024 | 2.48% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 131,819 | 129,146 | 72,331 CHF | 72,511 CHF | 98.75% | 98.75% |
15/11/2024 | 1.96% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 132,980 | 130,376 | 71,279 CHF | 71,264 CHF | 96.04% | 96.04% |
14/11/2024 | 2.03% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 131,079 | 129,479 | 74,668 CHF | 75,219 CHF | 99.07% | 99.07% |
13/11/2024 | 1.98% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 135,841 | 134,802 | 75,213 CHF | 76,093 CHF | 88.86% | 88.86% |
12/11/2024 | 2.06% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 132,913 | 130,451 | 73,363 CHF | 73,437 CHF | 95.93% | 95.93% |
11/11/2024 | 2.31% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 133,027 | 129,305 | 68,927 CHF | 68,561 CHF | 99.28% | 99.28% |
08/11/2024 | 2.44% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 145,564 | 129,704 | 67,093 CHF | 61,331 CHF | 98.41% | 98.41% |
07/11/2024 | 2.67% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 140,752 | 130,532 | 65,502 CHF | 62,341 CHF | 97.25% | 97.25% |