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 | 3.78% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,930 CHF | 26,972 CHF | 99.17% | 99.17% |
19/11/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 66,237 CHF | 27,495 CHF | 99.17% | 99.17% |
18/11/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,035 CHF | 26,614 CHF | 99.23% | 99.23% |
15/11/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,704 CHF | 26,882 CHF | 99.17% | 99.17% |
14/11/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 66,357 CHF | 27,543 CHF | 99.16% | 99.16% |
13/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,020 CHF | 28,608 CHF | 99.17% | 99.17% |
12/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 71,088 CHF | 29,435 CHF | 99.17% | 99.17% |
11/11/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,030 CHF | 26,612 CHF | 99.17% | 99.17% |
08/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,554 CHF | 26,822 CHF | 99.17% | 99.17% |
07/11/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,921 CHF | 26,968 CHF | 98.65% | 98.65% |