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 | 3.18% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 179,185 | 129,391 | 58,679 CHF | 43,702 CHF | 99.43% | 99.43% |
19/11/2024 | 3.22% | 0.31 CHF | 0.31 CHF | 250,000 | 250,000 | 179,740 | 129,632 | 57,309 CHF | 42,261 CHF | 98.61% | 98.61% |
18/11/2024 | 2.86% | 0.36 CHF | 0.36 CHF | 250,000 | 250,000 | 163,353 | 129,144 | 59,377 CHF | 48,060 CHF | 98.76% | 98.76% |
15/11/2024 | 2.99% | 0.35 CHF | 0.35 CHF | 250,000 | 250,000 | 171,985 | 130,374 | 59,978 CHF | 46,740 CHF | 96.04% | 96.04% |
14/11/2024 | 2.70% | 0.38 CHF | 0.38 CHF | 250,000 | 250,000 | 157,382 | 129,477 | 60,274 CHF | 50,673 CHF | 99.08% | 99.08% |
13/11/2024 | 2.82% | 0.39 CHF | 0.39 CHF | 250,000 | 250,000 | 166,394 | 131,736 | 60,795 CHF | 49,483 CHF | 93.67% | 93.67% |
12/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 250,000 | 250,000 | 165,993 | 130,458 | 60,853 CHF | 49,074 CHF | 95.91% | 95.91% |
11/11/2024 | 3.24% | 0.37 CHF | 0.37 CHF | 250,000 | 250,000 | 180,373 | 129,303 | 59,563 CHF | 44,490 CHF | 99.28% | 99.28% |
08/11/2024 | 3.82% | 0.30 CHF | 0.30 CHF | 250,000 | 250,000 | 203,368 | 129,646 | 55,946 CHF | 37,297 CHF | 98.60% | 98.60% |
07/11/2024 | 3.67% | 0.29 CHF | 0.29 CHF | 250,000 | 250,000 | 199,665 | 130,530 | 56,064 CHF | 38,061 CHF | 97.26% | 97.26% |