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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 155,604 | 129,391 | 63,262 CHF | 53,868 CHF | 99.43% | 99.43% |
19/11/2024 | 2.60% | 0.39 CHF | 0.39 CHF | 250,000 | 250,000 | 156,211 | 129,632 | 61,942 CHF | 52,405 CHF | 98.62% | 98.62% |
18/11/2024 | 2.36% | 0.44 CHF | 0.44 CHF | 250,000 | 250,000 | 147,575 | 129,144 | 65,232 CHF | 58,213 CHF | 98.76% | 98.76% |
15/11/2024 | 2.43% | 0.43 CHF | 0.43 CHF | 250,000 | 250,000 | 149,147 | 130,373 | 63,815 CHF | 57,001 CHF | 96.04% | 96.04% |
14/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 140,008 | 129,477 | 64,602 CHF | 60,865 CHF | 99.08% | 99.08% |
13/11/2024 | 2.33% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 149,464 | 131,735 | 66,404 CHF | 59,793 CHF | 93.67% | 93.67% |
12/11/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 148,722 | 130,457 | 66,200 CHF | 59,260 CHF | 95.91% | 95.91% |
11/11/2024 | 2.62% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 155,883 | 129,303 | 63,914 CHF | 54,561 CHF | 99.28% | 99.28% |
08/11/2024 | 3.00% | 0.38 CHF | 0.38 CHF | 250,000 | 250,000 | 171,503 | 129,652 | 60,631 CHF | 47,310 CHF | 98.58% | 98.58% |
07/11/2024 | 2.91% | 0.37 CHF | 0.37 CHF | 250,000 | 250,000 | 171,434 | 130,529 | 61,501 CHF | 48,157 CHF | 97.26% | 97.26% |