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 | 3.11% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 147,713 | 129,321 | 63,999 CHF | 57,817 CHF | 99.64% | 99.64% |
20/11/2024 | 3.33% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 152,935 | 129,416 | 63,656 CHF | 55,628 CHF | 99.38% | 99.38% |
19/11/2024 | 3.15% | 0.39 CHF | 0.40 CHF | 250,000 | 250,000 | 151,963 | 129,657 | 61,809 CHF | 54,176 CHF | 98.56% | 98.56% |
18/11/2024 | 2.49% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 142,379 | 129,162 | 64,460 CHF | 59,869 CHF | 98.71% | 98.71% |
15/11/2024 | 2.68% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 148,595 | 130,394 | 65,055 CHF | 58,603 CHF | 96.00% | 96.00% |
14/11/2024 | 2.33% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 140,014 | 129,496 | 66,123 CHF | 62,503 CHF | 99.03% | 99.03% |
13/11/2024 | 2.31% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 149,157 | 132,980 | 67,838 CHF | 61,944 CHF | 91.65% | 91.65% |
12/11/2024 | 2.48% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 145,376 | 130,456 | 66,180 CHF | 60,852 CHF | 95.93% | 95.93% |
11/11/2024 | 3.08% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 153,670 | 129,320 | 64,597 CHF | 56,279 CHF | 99.24% | 99.24% |
08/11/2024 | 3.34% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 165,065 | 129,671 | 60,097 CHF | 48,921 CHF | 98.53% | 98.53% |