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 | 2.54% | 0.39 CHF | 0.40 CHF | 109,320 | 50,000 | 109,516 | 50,000 | 42,593 CHF | 19,947 CHF | 100.00% | 100.00% |
19/11/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 111,415 | 50,000 | 111,654 | 50,000 | 39,561 CHF | 18,217 CHF | 70.65% | 70.65% |
18/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 111,268 | 50,000 | 111,207 | 50,000 | 40,975 CHF | 18,924 CHF | 99.64% | 99.64% |
15/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 111,031 | 50,000 | 110,960 | 50,000 | 41,571 CHF | 19,234 CHF | 100.00% | 100.00% |
14/11/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 109,041 | 50,000 | 109,113 | 50,000 | 44,032 CHF | 20,677 CHF | 99.44% | 99.44% |
13/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 107,712 | 50,000 | 107,773 | 49,819 | 43,932 CHF | 20,811 CHF | 98.88% | 98.88% |
12/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 107,234 | 50,000 | 106,368 | 50,000 | 45,958 CHF | 22,104 CHF | 100.00% | 100.00% |
11/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 104,949 | 50,000 | 104,176 | 50,000 | 48,245 CHF | 23,657 CHF | 100.00% | 100.00% |
08/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 103,483 | 50,000 | 102,885 | 50,000 | 48,400 CHF | 24,023 CHF | 88.69% | 88.69% |
07/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 102,563 | 50,000 | 101,267 | 48,703 | 48,648 CHF | 23,898 CHF | 99.06% | 99.06% |