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 | 2.01% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 132,057 | 129,403 | 70,346 CHF | 70,299 CHF | 99.40% | 99.40% |
19/11/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 132,310 | 129,634 | 68,912 CHF | 68,846 CHF | 98.61% | 98.61% |
18/11/2024 | 2.09% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 130,749 | 129,145 | 74,116 CHF | 74,673 CHF | 98.76% | 98.76% |
15/11/2024 | 1.99% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 132,979 | 130,374 | 73,751 CHF | 73,734 CHF | 96.04% | 96.04% |
14/11/2024 | 2.25% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 131,078 | 129,478 | 76,842 CHF | 77,535 CHF | 99.08% | 99.08% |
13/11/2024 | 2.67% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 133,096 | 131,735 | 75,691 CHF | 76,758 CHF | 93.67% | 93.67% |
12/11/2024 | 2.02% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 132,098 | 130,447 | 75,349 CHF | 75,847 CHF | 95.94% | 95.94% |
11/11/2024 | 2.12% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 131,963 | 129,304 | 70,881 CHF | 70,926 CHF | 99.28% | 99.28% |
08/11/2024 | 2.39% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 140,197 | 129,703 | 67,174 CHF | 63,653 CHF | 98.41% | 98.41% |
07/11/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 140,751 | 130,530 | 68,019 CHF | 64,471 CHF | 97.26% | 97.26% |