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 | 2.96% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 162,825 | 129,319 | 63,152 CHF | 51,853 CHF | 99.65% | 99.65% |
20/11/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 163,479 | 129,411 | 60,787 CHF | 49,506 CHF | 99.39% | 99.39% |
19/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 164,408 | 129,652 | 59,561 CHF | 48,107 CHF | 98.57% | 98.57% |
18/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 250,000 | 250,000 | 155,463 | 129,159 | 63,287 CHF | 53,839 CHF | 98.72% | 98.72% |
15/11/2024 | 3.34% | 0.39 CHF | 0.40 CHF | 250,000 | 250,000 | 157,207 | 130,391 | 61,685 CHF | 52,838 CHF | 96.00% | 96.00% |
14/11/2024 | 3.14% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 147,868 | 129,493 | 62,878 CHF | 56,644 CHF | 99.04% | 99.04% |
13/11/2024 | 3.64% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 156,593 | 131,750 | 63,869 CHF | 55,671 CHF | 93.64% | 93.64% |
12/11/2024 | 2.80% | 0.40 CHF | 0.41 CHF | 250,000 | 250,000 | 154,418 | 130,451 | 63,368 CHF | 55,014 CHF | 95.94% | 95.94% |
11/11/2024 | 3.09% | 0.40 CHF | 0.41 CHF | 250,000 | 250,000 | 164,509 | 129,317 | 61,637 CHF | 50,322 CHF | 99.25% | 99.25% |
08/11/2024 | 3.51% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 184,838 | 129,717 | 58,996 CHF | 43,165 CHF | 98.38% | 98.38% |