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 | 2.45% | 0.44 CHF | 0.44 CHF | 250,000 | 250,000 | 147,787 | 129,408 | 63,502 CHF | 56,835 CHF | 99.38% | 99.38% |
19/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 148,973 | 129,639 | 62,429 CHF | 55,365 CHF | 98.60% | 98.60% |
18/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 139,699 | 129,148 | 64,940 CHF | 61,170 CHF | 98.75% | 98.75% |
15/11/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 148,554 | 130,378 | 66,971 CHF | 59,990 CHF | 96.03% | 96.03% |
14/11/2024 | 2.14% | 0.48 CHF | 0.48 CHF | 250,000 | 250,000 | 140,004 | 129,481 | 67,810 CHF | 63,836 CHF | 99.07% | 99.07% |
13/11/2024 | 2.22% | 0.49 CHF | 0.49 CHF | 250,000 | 250,000 | 141,967 | 131,737 | 66,354 CHF | 62,792 CHF | 93.66% | 93.66% |
12/11/2024 | 2.23% | 0.47 CHF | 0.47 CHF | 250,000 | 250,000 | 141,633 | 130,472 | 66,281 CHF | 62,235 CHF | 95.87% | 95.87% |
11/11/2024 | 2.47% | 0.47 CHF | 0.47 CHF | 250,000 | 250,000 | 151,101 | 129,307 | 65,434 CHF | 57,496 CHF | 99.27% | 99.27% |
08/11/2024 | 2.80% | 0.40 CHF | 0.40 CHF | 250,000 | 250,000 | 163,670 | 129,650 | 61,604 CHF | 50,218 CHF | 98.59% | 98.59% |
07/11/2024 | 2.73% | 0.39 CHF | 0.39 CHF | 250,000 | 250,000 | 164,156 | 130,533 | 62,629 CHF | 51,101 CHF | 97.25% | 97.25% |