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 | 3.12% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,816 CHF | 32,526 CHF | 99.17% | 99.17% |
19/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,443 CHF | 31,977 CHF | 99.17% | 99.17% |
18/11/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,215 CHF | 33,086 CHF | 99.23% | 99.23% |
15/11/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,311 CHF | 33,124 CHF | 99.17% | 99.17% |
14/11/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,132 CHF | 32,253 CHF | 99.16% | 99.16% |
13/11/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 74,607 CHF | 30,843 CHF | 99.17% | 99.17% |
12/11/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 72,258 CHF | 29,903 CHF | 99.17% | 99.17% |
11/11/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,869 CHF | 33,748 CHF | 99.17% | 99.17% |
08/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,105 CHF | 33,442 CHF | 99.17% | 99.17% |
07/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,625 CHF | 33,250 CHF | 98.65% | 98.65% |