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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,844 CHF | 170,844 CHF | 98.39% | 98.39% |
22/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,612 CHF | 172,612 CHF | 99.81% | 99.81% |
20/11/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 139,677 CHF | 141,677 CHF | 99.81% | 99.81% |
19/11/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,495 CHF | 162,495 CHF | 99.72% | 99.72% |
18/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 155,676 CHF | 157,676 CHF | 99.71% | 99.71% |
15/11/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 153,558 CHF | 155,558 CHF | 99.81% | 99.81% |
14/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,781 CHF | 149,781 CHF | 99.81% | 99.81% |
13/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,957 CHF | 149,957 CHF | 99.81% | 99.81% |
12/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,199 CHF | 158,199 CHF | 99.51% | 99.51% |
11/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,471 CHF | 158,471 CHF | 99.72% | 99.72% |