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 | 2.30% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,521 CHF | 44,009 CHF | 99.16% | 99.16% |
19/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,023 CHF | 44,209 CHF | 99.16% | 99.16% |
18/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,601 CHF | 44,041 CHF | 99.21% | 99.21% |
15/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 103,536 CHF | 42,414 CHF | 99.16% | 99.16% |
14/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 101,676 CHF | 41,670 CHF | 99.15% | 99.15% |
13/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 100,650 CHF | 41,260 CHF | 99.17% | 99.17% |
12/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,044 CHF | 39,018 CHF | 99.16% | 99.16% |
11/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,314 CHF | 37,526 CHF | 99.17% | 99.17% |
08/11/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 92,073 CHF | 37,829 CHF | 99.17% | 99.17% |
07/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 86,708 CHF | 35,683 CHF | 98.06% | 98.06% |