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 | 1.52% | 0.68 CHF | 0.69 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 163,525 CHF | 49,808 CHF | 99.37% | 99.37% |
19/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 170,361 CHF | 51,858 CHF | 99.38% | 99.38% |
18/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 171,917 CHF | 52,325 CHF | 97.53% | 97.53% |
15/11/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 166,342 CHF | 50,653 CHF | 99.38% | 99.38% |
14/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 159,287 CHF | 48,536 CHF | 99.37% | 99.37% |
13/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 156,161 CHF | 47,598 CHF | 96.31% | 96.31% |
12/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 153,089 CHF | 46,677 CHF | 96.90% | 96.90% |
11/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 148,205 CHF | 45,211 CHF | 99.38% | 99.38% |
08/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 147,402 CHF | 44,971 CHF | 90.75% | 90.75% |
07/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 147,486 CHF | 44,996 CHF | 98.70% | 98.70% |