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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,908 CHF | 50,963 CHF | 99.16% | 99.16% |
22/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,953 CHF | 47,781 CHF | 99.16% | 99.16% |
20/11/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,162 CHF | 52,665 CHF | 99.17% | 99.17% |
19/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 119,446 CHF | 48,778 CHF | 99.17% | 99.17% |
18/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 127,362 CHF | 51,945 CHF | 99.23% | 99.23% |
15/11/2024 | 2.00% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,108 CHF | 50,643 CHF | 99.17% | 99.17% |
14/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,855 CHF | 54,142 CHF | 99.16% | 99.16% |
13/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 130,555 CHF | 53,222 CHF | 99.17% | 99.17% |
12/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,189 CHF | 59,075 CHF | 99.17% | 99.17% |
11/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 157,457 CHF | 63,983 CHF | 99.17% | 99.17% |