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 | 2.31% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,128 CHF | 43,851 CHF | 99.17% | 99.17% |
19/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,233 CHF | 44,293 CHF | 99.17% | 99.17% |
18/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,366 CHF | 44,747 CHF | 99.23% | 99.23% |
15/11/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,194 CHF | 44,677 CHF | 99.17% | 99.17% |
14/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 102,718 CHF | 42,087 CHF | 99.16% | 99.16% |
13/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 96,565 CHF | 39,626 CHF | 99.17% | 99.17% |
12/11/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,462 CHF | 37,585 CHF | 99.16% | 99.16% |
11/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,331 CHF | 44,332 CHF | 99.17% | 99.17% |
08/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,238 CHF | 44,695 CHF | 99.17% | 99.17% |
07/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 106,408 CHF | 43,563 CHF | 98.00% | 98.00% |