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 | 3.89% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 63,036 CHF | 26,214 CHF | 99.17% | 99.17% |
19/11/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 62,173 CHF | 25,869 CHF | 99.17% | 99.17% |
18/11/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,996 CHF | 25,398 CHF | 99.23% | 99.23% |
15/11/2024 | 3.95% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 62,059 CHF | 25,824 CHF | 99.17% | 99.17% |
14/11/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 68,569 CHF | 28,428 CHF | 99.16% | 99.16% |
13/11/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,046 CHF | 31,019 CHF | 99.17% | 99.17% |
12/11/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,435 CHF | 33,174 CHF | 99.17% | 99.17% |
11/11/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 63,564 CHF | 26,426 CHF | 99.17% | 99.17% |
08/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 62,574 CHF | 26,030 CHF | 99.17% | 99.17% |
07/11/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 66,101 CHF | 27,440 CHF | 98.60% | 98.60% |