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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.21% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 139,902 | 129,400 | 65,860 CHF | 62,343 CHF | 99.45% | 99.45% |
20/11/2024 | 2.47% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 147,821 | 129,512 | 66,951 CHF | 60,118 CHF | 99.14% | 99.14% |
19/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 146,853 | 129,769 | 64,900 CHF | 58,579 CHF | 98.26% | 98.26% |
18/11/2024 | 2.52% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 139,765 | 129,239 | 68,104 CHF | 64,462 CHF | 98.53% | 98.53% |
15/11/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 140,856 | 130,479 | 66,885 CHF | 63,365 CHF | 95.81% | 95.81% |
14/11/2024 | 2.46% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 132,218 | 129,573 | 67,047 CHF | 67,265 CHF | 98.85% | 98.85% |
13/11/2024 | 2.72% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 141,061 | 131,842 | 69,180 CHF | 66,366 CHF | 93.44% | 93.44% |
12/11/2024 | 2.34% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 138,925 | 130,597 | 68,202 CHF | 65,583 CHF | 95.56% | 95.56% |
11/11/2024 | 2.56% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 147,762 | 129,397 | 67,435 CHF | 60,757 CHF | 99.06% | 99.06% |
08/11/2024 | 2.81% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 155,891 | 129,739 | 62,402 CHF | 53,534 CHF | 98.39% | 98.39% |