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 | 1.67% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 148,932 CHF | 60,573 CHF | 99.17% | 99.17% |
19/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 143,388 CHF | 58,355 CHF | 99.17% | 99.17% |
18/11/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 154,721 CHF | 62,889 CHF | 99.23% | 99.23% |
15/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,807 CHF | 64,923 CHF | 99.17% | 99.17% |
14/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,852 CHF | 59,341 CHF | 99.16% | 99.16% |
13/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,094 CHF | 57,038 CHF | 99.17% | 99.17% |
12/11/2024 | 1.59% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,645 CHF | 63,658 CHF | 99.17% | 99.17% |
11/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,532 CHF | 67,613 CHF | 99.17% | 99.17% |
08/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,156 CHF | 62,262 CHF | 99.17% | 99.17% |
07/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 141,371 CHF | 57,549 CHF | 98.60% | 98.60% |