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 | 2.80% | 0.38 CHF | 0.38 CHF | 250,000 | 250,000 | 163,482 | 129,411 | 60,968 CHF | 49,544 CHF | 99.38% | 99.38% |
19/11/2024 | 2.83% | 0.36 CHF | 0.36 CHF | 250,000 | 250,000 | 164,477 | 129,641 | 59,775 CHF | 48,088 CHF | 98.60% | 98.60% |
18/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 250,000 | 250,000 | 155,457 | 129,149 | 63,515 CHF | 53,892 CHF | 98.74% | 98.74% |
15/11/2024 | 2.65% | 0.40 CHF | 0.40 CHF | 250,000 | 250,000 | 157,220 | 130,380 | 61,962 CHF | 52,631 CHF | 96.03% | 96.03% |
14/11/2024 | 2.43% | 0.42 CHF | 0.42 CHF | 250,000 | 250,000 | 147,862 | 129,483 | 63,292 CHF | 56,532 CHF | 99.06% | 99.06% |
13/11/2024 | 2.52% | 0.43 CHF | 0.43 CHF | 250,000 | 250,000 | 156,882 | 131,740 | 64,418 CHF | 55,401 CHF | 93.66% | 93.66% |
12/11/2024 | 2.53% | 0.41 CHF | 0.41 CHF | 250,000 | 250,000 | 155,156 | 130,479 | 63,867 CHF | 54,930 CHF | 95.85% | 95.85% |
11/11/2024 | 2.85% | 0.41 CHF | 0.41 CHF | 250,000 | 250,000 | 164,660 | 129,309 | 61,926 CHF | 50,277 CHF | 99.27% | 99.27% |
08/11/2024 | 3.31% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 183,419 | 129,651 | 58,698 CHF | 43,042 CHF | 98.59% | 98.59% |
07/11/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 179,771 | 130,535 | 58,535 CHF | 43,859 CHF | 97.25% | 97.25% |