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 | 2.16% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 139,892 | 129,396 | 67,957 CHF | 64,053 CHF | 99.42% | 99.42% |
19/11/2024 | 2.17% | 0.47 CHF | 0.47 CHF | 250,000 | 250,000 | 140,155 | 129,633 | 66,506 CHF | 62,575 CHF | 98.61% | 98.61% |
18/11/2024 | 2.01% | 0.52 CHF | 0.52 CHF | 250,000 | 250,000 | 131,818 | 129,144 | 68,636 CHF | 68,387 CHF | 98.76% | 98.76% |
15/11/2024 | 2.05% | 0.51 CHF | 0.51 CHF | 250,000 | 250,000 | 134,259 | 130,374 | 68,073 CHF | 67,285 CHF | 96.04% | 96.04% |
14/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 132,144 | 129,477 | 71,377 CHF | 71,084 CHF | 99.08% | 99.08% |
13/11/2024 | 1.99% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 134,003 | 131,735 | 70,136 CHF | 70,118 CHF | 93.67% | 93.67% |
12/11/2024 | 2.00% | 0.52 CHF | 0.52 CHF | 250,000 | 250,000 | 133,198 | 130,446 | 69,763 CHF | 69,466 CHF | 95.95% | 95.95% |
11/11/2024 | 2.19% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 139,832 | 129,304 | 68,473 CHF | 64,655 CHF | 99.28% | 99.28% |
08/11/2024 | 2.45% | 0.46 CHF | 0.46 CHF | 250,000 | 250,000 | 148,126 | 129,652 | 64,015 CHF | 57,337 CHF | 98.58% | 98.58% |
07/11/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 148,555 | 130,530 | 64,914 CHF | 58,279 CHF | 97.26% | 97.26% |