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 | 1.08% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 230,355 CHF | 93,142 CHF | 99.17% | 99.17% |
19/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 230,786 CHF | 93,315 CHF | 99.17% | 99.17% |
18/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 224,797 CHF | 90,919 CHF | 99.21% | 99.21% |
15/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 223,256 CHF | 90,303 CHF | 99.16% | 99.16% |
14/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,308 CHF | 92,323 CHF | 99.15% | 99.15% |
13/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 227,112 CHF | 91,845 CHF | 99.16% | 99.16% |
12/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 223,182 CHF | 90,273 CHF | 99.16% | 99.16% |
11/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 210,149 CHF | 85,060 CHF | 99.16% | 99.16% |
08/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 211,522 CHF | 85,609 CHF | 99.16% | 99.16% |
07/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 203,078 CHF | 82,231 CHF | 97.97% | 97.97% |