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 | 1.59% | 0.67 CHF | 0.67 CHF | 250,000 | 250,000 | 129,936 | 129,406 | 86,054 CHF | 86,849 CHF | 99.39% | 99.39% |
19/11/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 130,171 | 129,636 | 84,551 CHF | 85,338 CHF | 98.61% | 98.61% |
18/11/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 129,681 | 129,146 | 90,396 CHF | 91,165 CHF | 98.75% | 98.75% |
15/11/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 250,000 | 250,000 | 130,896 | 130,375 | 89,518 CHF | 90,313 CHF | 96.04% | 96.04% |
14/11/2024 | 1.45% | 0.71 CHF | 0.71 CHF | 250,000 | 250,000 | 129,921 | 129,479 | 93,134 CHF | 93,958 CHF | 99.07% | 99.07% |
13/11/2024 | 1.49% | 0.72 CHF | 0.72 CHF | 250,000 | 250,000 | 132,191 | 131,737 | 92,412 CHF | 93,240 CHF | 93.66% | 93.66% |
12/11/2024 | 1.50% | 0.70 CHF | 0.70 CHF | 250,000 | 250,000 | 131,001 | 130,450 | 91,563 CHF | 92,318 CHF | 95.93% | 95.93% |
11/11/2024 | 1.60% | 0.70 CHF | 0.70 CHF | 250,000 | 250,000 | 129,837 | 129,305 | 86,444 CHF | 87,246 CHF | 99.28% | 99.28% |
08/11/2024 | 1.75% | 0.63 CHF | 0.63 CHF | 250,000 | 250,000 | 131,236 | 129,648 | 79,604 CHF | 79,796 CHF | 98.60% | 98.60% |
07/11/2024 | 1.71% | 0.62 CHF | 0.62 CHF | 250,000 | 250,000 | 131,982 | 130,532 | 80,657 CHF | 80,926 CHF | 97.25% | 97.25% |