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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | 1.71% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,788 CHF | 59,315 CHF | 99.22% | 99.22% |
15/11/2024 | 1.42% | 0.59 CHF | 0.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,478 CHF | 71,191 CHF | 99.16% | 99.16% |
14/11/2024 | 1.21% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,125 CHF | 84,250 CHF | 99.16% | 99.16% |
13/11/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,540 CHF | 73,616 CHF | 99.16% | 99.16% |
12/11/2024 | 1.04% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 240,693 CHF | 97,277 CHF | 99.16% | 99.16% |
11/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 308,067 CHF | 124,227 CHF | 99.17% | 99.17% |
08/11/2024 | 0.95% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 262,864 CHF | 106,146 CHF | 99.17% | 99.17% |
07/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 324,420 CHF | 130,768 CHF | 98.04% | 98.04% |
06/11/2024 | 0.73% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 348,198 CHF | 140,279 CHF | 99.16% | 99.16% |
05/11/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 291,536 CHF | 117,614 CHF | 99.16% | 99.16% |