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 | 1.51% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,527 CHF | 66,811 CHF | 99.17% | 99.17% |
19/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,189 CHF | 64,676 CHF | 99.17% | 99.17% |
18/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,460 CHF | 69,184 CHF | 99.23% | 99.23% |
15/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,388 CHF | 71,155 CHF | 99.17% | 99.17% |
14/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 161,366 CHF | 65,547 CHF | 99.16% | 99.16% |
13/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,722 CHF | 63,289 CHF | 99.17% | 99.17% |
12/11/2024 | 1.44% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 172,105 CHF | 69,842 CHF | 99.17% | 99.17% |
11/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 182,241 CHF | 73,897 CHF | 99.17% | 99.17% |
08/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 168,614 CHF | 68,446 CHF | 99.17% | 99.17% |
07/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 157,054 CHF | 63,822 CHF | 98.60% | 98.60% |