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 | 3.77% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 179,177 | 129,325 | 59,144 CHF | 44,548 CHF | 99.63% | 99.63% |
20/11/2024 | 4.60% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 185,975 | 129,421 | 58,426 CHF | 42,567 CHF | 99.36% | 99.36% |
19/11/2024 | 4.29% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 184,491 | 129,662 | 56,619 CHF | 41,126 CHF | 98.54% | 98.54% |
18/11/2024 | 3.46% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 167,350 | 129,166 | 58,897 CHF | 46,887 CHF | 98.70% | 98.70% |
15/11/2024 | 3.28% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 174,958 | 130,398 | 58,910 CHF | 45,383 CHF | 95.99% | 95.99% |
14/11/2024 | 2.93% | 0.36 CHF | 0.37 CHF | 250,000 | 250,000 | 163,585 | 129,500 | 60,972 CHF | 49,509 CHF | 99.02% | 99.02% |
13/11/2024 | 2.93% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 172,618 | 134,052 | 61,150 CHF | 49,016 CHF | 89.98% | 89.98% |
12/11/2024 | 3.13% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 168,778 | 130,462 | 59,918 CHF | 47,777 CHF | 95.91% | 95.91% |
11/11/2024 | 4.02% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 185,151 | 129,324 | 58,956 CHF | 43,349 CHF | 99.23% | 99.23% |
08/11/2024 | 4.56% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 210,713 | 129,673 | 55,540 CHF | 36,031 CHF | 98.53% | 98.53% |