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 | 1.98% | 0.50 CHF | 0.51 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 112,668 CHF | 25,537 CHF | 99.37% | 99.37% |
19/11/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 124,292 CHF | 28,121 CHF | 99.37% | 99.37% |
18/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 135,131 CHF | 30,529 CHF | 99.22% | 99.22% |
15/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 138,271 CHF | 31,227 CHF | 99.37% | 99.37% |
14/11/2024 | 1.26% | 0.73 CHF | 0.74 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 177,406 CHF | 39,924 CHF | 99.37% | 99.37% |
13/11/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 188,712 CHF | 42,436 CHF | 98.32% | 98.32% |
12/11/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 221,136 CHF | 49,641 CHF | 99.37% | 99.37% |
11/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 222,232 CHF | 49,885 CHF | 99.37% | 99.37% |
08/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 207,055 CHF | 46,512 CHF | 99.37% | 99.37% |
07/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 206,899 CHF | 46,478 CHF | 99.29% | 99.29% |