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 | 3.91% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 62,752 CHF | 26,101 CHF | 99.17% | 99.17% |
19/11/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 71,313 CHF | 29,525 CHF | 99.17% | 99.17% |
18/11/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,051 CHF | 26,621 CHF | 99.22% | 99.22% |
15/11/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,161 CHF | 25,064 CHF | 99.17% | 99.17% |
14/11/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 62,983 CHF | 26,193 CHF | 99.16% | 99.16% |
13/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,809 CHF | 31,324 CHF | 99.17% | 99.17% |
12/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 70,608 CHF | 29,243 CHF | 99.16% | 99.16% |
11/11/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,133 CHF | 28,653 CHF | 99.17% | 99.17% |
08/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,668 CHF | 31,267 CHF | 99.17% | 99.17% |
07/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 72,339 CHF | 29,936 CHF | 98.06% | 98.06% |