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 | 3.46% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 187,399 | 129,396 | 57,356 CHF | 41,327 CHF | 99.46% | 99.46% |
20/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 194,967 | 129,507 | 56,798 CHF | 39,128 CHF | 99.15% | 99.15% |
19/11/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 194,930 | 129,762 | 55,144 CHF | 37,710 CHF | 98.28% | 98.28% |
18/11/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 179,132 | 129,235 | 58,591 CHF | 43,459 CHF | 98.54% | 98.54% |
15/11/2024 | 4.56% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 187,166 | 130,474 | 58,154 CHF | 42,376 CHF | 95.82% | 95.82% |
14/11/2024 | 3.26% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 171,437 | 129,569 | 59,156 CHF | 45,989 CHF | 98.86% | 98.86% |
13/11/2024 | 4.48% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 180,311 | 133,066 | 58,912 CHF | 45,496 CHF | 91.47% | 91.47% |
12/11/2024 | 3.45% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 177,962 | 130,578 | 58,711 CHF | 44,564 CHF | 95.61% | 95.61% |
11/11/2024 | 3.93% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 196,003 | 129,393 | 57,385 CHF | 39,979 CHF | 99.07% | 99.07% |
08/11/2024 | 4.58% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 223,573 | 129,735 | 53,349 CHF | 32,833 CHF | 98.39% | 98.39% |