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 | 2.94% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 155,616 | 129,395 | 63,941 CHF | 54,861 CHF | 99.46% | 99.46% |
20/11/2024 | 3.21% | 0.40 CHF | 0.41 CHF | 250,000 | 250,000 | 155,693 | 129,495 | 61,346 CHF | 52,661 CHF | 99.19% | 99.19% |
19/11/2024 | 3.34% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 156,987 | 129,753 | 60,321 CHF | 51,276 CHF | 98.31% | 98.31% |
18/11/2024 | 3.13% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 147,635 | 129,234 | 63,484 CHF | 57,168 CHF | 98.54% | 98.54% |
15/11/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 151,834 | 130,473 | 63,198 CHF | 55,724 CHF | 95.82% | 95.82% |
14/11/2024 | 2.51% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 142,545 | 129,568 | 64,292 CHF | 59,838 CHF | 98.86% | 98.86% |
13/11/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 151,138 | 134,916 | 65,661 CHF | 60,064 CHF | 88.65% | 88.65% |
12/11/2024 | 2.77% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 148,824 | 130,519 | 64,500 CHF | 58,088 CHF | 95.77% | 95.77% |
11/11/2024 | 3.05% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 159,061 | 129,362 | 63,298 CHF | 53,369 CHF | 99.14% | 99.14% |
08/11/2024 | 3.70% | 0.36 CHF | 0.37 CHF | 250,000 | 250,000 | 174,789 | 129,705 | 59,756 CHF | 46,178 CHF | 98.47% | 98.47% |