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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.85% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 129,863 | 129,332 | 84,860 CHF | 86,005 CHF | 99.61% | 99.61% |
20/11/2024 | 1.80% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 129,961 | 129,429 | 82,419 CHF | 83,505 CHF | 99.34% | 99.34% |
19/11/2024 | 1.79% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 130,203 | 129,669 | 80,913 CHF | 81,984 CHF | 98.52% | 98.52% |
18/11/2024 | 2.09% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 129,706 | 129,172 | 86,759 CHF | 88,082 CHF | 98.69% | 98.69% |
15/11/2024 | 1.62% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 130,924 | 130,405 | 85,930 CHF | 86,965 CHF | 95.97% | 95.97% |
14/11/2024 | 1.63% | 0.68 CHF | 0.69 CHF | 250,000 | 250,000 | 130,038 | 129,506 | 89,764 CHF | 90,823 CHF | 99.01% | 99.01% |
13/11/2024 | 1.70% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 135,041 | 134,835 | 90,916 CHF | 92,265 CHF | 88.80% | 88.80% |
12/11/2024 | 1.71% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 131,016 | 130,467 | 87,973 CHF | 89,047 CHF | 95.90% | 95.90% |
11/11/2024 | 1.83% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 130,922 | 129,330 | 83,546 CHF | 84,006 CHF | 99.22% | 99.22% |
08/11/2024 | 1.94% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 131,316 | 129,730 | 76,181 CHF | 76,680 CHF | 98.35% | 98.35% |