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 | 1.43% | 0.71 CHF | 0.72 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 173,251 CHF | 52,725 CHF | 99.37% | 99.37% |
19/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 174,300 CHF | 53,040 CHF | 99.38% | 99.38% |
18/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 163,956 CHF | 49,937 CHF | 97.51% | 97.51% |
15/11/2024 | 1.67% | 0.66 CHF | 0.67 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 148,177 CHF | 45,203 CHF | 99.38% | 99.38% |
14/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 147,792 CHF | 45,088 CHF | 99.37% | 99.37% |
13/11/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 144,525 CHF | 44,108 CHF | 96.85% | 96.85% |
12/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 134,506 CHF | 41,102 CHF | 96.91% | 96.91% |
11/11/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 139,148 CHF | 42,494 CHF | 99.39% | 99.39% |
08/11/2024 | 1.64% | 0.55 CHF | 0.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 151,392 CHF | 46,168 CHF | 90.77% | 90.77% |
07/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 154,539 CHF | 47,112 CHF | 98.71% | 98.71% |