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 | 1.82% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,979 CHF | 55,392 CHF | 99.38% | 99.38% |
19/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,914 CHF | 62,566 CHF | 99.38% | 99.38% |
18/11/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,060 CHF | 59,024 CHF | 99.38% | 99.38% |
15/11/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 143,441 CHF | 58,377 CHF | 99.37% | 99.37% |
14/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 151,199 CHF | 61,480 CHF | 99.38% | 99.38% |
13/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 169,995 CHF | 68,998 CHF | 99.38% | 99.38% |
12/11/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 158,315 CHF | 64,326 CHF | 99.11% | 99.11% |
11/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,344 CHF | 62,338 CHF | 99.38% | 99.38% |
08/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,183 CHF | 64,673 CHF | 99.38% | 99.38% |
07/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,156 CHF | 62,263 CHF | 98.69% | 98.69% |