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 | 2.09% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 132,006 | 129,359 | 68,875 CHF | 68,901 CHF | 99.55% | 99.55% |
20/11/2024 | 2.27% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 132,116 | 129,465 | 66,527 CHF | 66,625 CHF | 99.25% | 99.25% |
19/11/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 133,558 | 129,708 | 65,627 CHF | 65,066 CHF | 98.42% | 98.42% |
18/11/2024 | 2.39% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 131,860 | 129,199 | 70,886 CHF | 71,025 CHF | 98.63% | 98.63% |
15/11/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 133,025 | 130,434 | 69,904 CHF | 69,927 CHF | 95.91% | 95.91% |
14/11/2024 | 2.10% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 131,125 | 129,532 | 73,245 CHF | 73,837 CHF | 98.94% | 98.94% |
13/11/2024 | 2.28% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 134,049 | 131,794 | 72,647 CHF | 72,991 CHF | 93.54% | 93.54% |
12/11/2024 | 2.12% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 133,249 | 130,508 | 72,134 CHF | 72,089 CHF | 95.80% | 95.80% |
11/11/2024 | 2.30% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 135,988 | 129,356 | 68,999 CHF | 67,215 CHF | 99.16% | 99.16% |
08/11/2024 | 2.48% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 147,998 | 129,699 | 66,673 CHF | 59,972 CHF | 98.48% | 98.48% |