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 | 1.87% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,430 CHF | 53,972 CHF | 99.17% | 99.17% |
19/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,737 CHF | 54,495 CHF | 99.17% | 99.17% |
18/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,535 CHF | 53,614 CHF | 99.23% | 99.23% |
15/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,204 CHF | 53,882 CHF | 99.17% | 99.17% |
14/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,857 CHF | 54,543 CHF | 99.16% | 99.16% |
13/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 136,520 CHF | 55,608 CHF | 99.17% | 99.17% |
12/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,588 CHF | 56,435 CHF | 99.17% | 99.17% |
11/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,530 CHF | 53,612 CHF | 99.17% | 99.17% |
08/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,063 CHF | 53,825 CHF | 99.17% | 99.17% |
07/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,421 CHF | 53,968 CHF | 98.60% | 98.60% |