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 | 2.33% | 0.46 CHF | 0.46 CHF | 250,000 | 250,000 | 147,727 | 129,388 | 66,584 CHF | 59,548 CHF | 99.44% | 99.44% |
19/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 147,355 | 129,629 | 64,843 CHF | 58,081 CHF | 98.63% | 98.63% |
18/11/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 139,695 | 129,142 | 67,881 CHF | 63,889 CHF | 98.76% | 98.76% |
15/11/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 140,778 | 130,371 | 66,462 CHF | 62,740 CHF | 96.05% | 96.05% |
14/11/2024 | 2.04% | 0.50 CHF | 0.50 CHF | 250,000 | 250,000 | 132,152 | 129,475 | 66,774 CHF | 66,566 CHF | 99.08% | 99.08% |
13/11/2024 | 2.12% | 0.51 CHF | 0.51 CHF | 250,000 | 250,000 | 141,734 | 131,733 | 69,221 CHF | 65,552 CHF | 93.67% | 93.67% |
12/11/2024 | 2.14% | 0.49 CHF | 0.49 CHF | 250,000 | 250,000 | 140,988 | 130,451 | 68,940 CHF | 64,957 CHF | 95.93% | 95.93% |
11/11/2024 | 2.35% | 0.49 CHF | 0.49 CHF | 250,000 | 250,000 | 147,699 | 129,301 | 67,114 CHF | 60,191 CHF | 99.29% | 99.29% |
08/11/2024 | 2.66% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 156,499 | 129,649 | 62,200 CHF | 52,905 CHF | 98.59% | 98.59% |
07/11/2024 | 2.57% | 0.41 CHF | 0.41 CHF | 250,000 | 250,000 | 156,356 | 130,527 | 62,934 CHF | 53,801 CHF | 97.26% | 97.26% |