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 | 3.80% | 0.28 CHF | 0.29 CHF | 117,308 | 50,000 | 116,688 | 50,000 | 30,197 CHF | 13,437 CHF | 100.00% | 100.00% |
19/11/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 116,511 | 50,000 | 116,443 | 50,000 | 30,219 CHF | 13,473 CHF | 99.40% | 99.40% |
18/11/2024 | 3.62% | 0.24 CHF | 0.25 CHF | 116,346 | 50,000 | 117,421 | 50,000 | 31,953 CHF | 14,104 CHF | 100.00% | 100.00% |
15/11/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 118,544 | 50,000 | 118,572 | 50,000 | 36,113 CHF | 15,728 CHF | 100.00% | 100.00% |
14/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 118,162 | 50,000 | 118,281 | 50,000 | 34,293 CHF | 14,996 CHF | 99.52% | 99.52% |
13/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 118,010 | 50,000 | 117,448 | 49,704 | 34,290 CHF | 15,005 CHF | 99.32% | 99.32% |
12/11/2024 | 4.22% | 0.25 CHF | 0.26 CHF | 115,977 | 50,000 | 115,394 | 50,000 | 26,811 CHF | 12,117 CHF | 100.00% | 100.00% |
11/11/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 114,631 | 50,000 | 114,520 | 50,000 | 24,257 CHF | 11,090 CHF | 100.00% | 100.00% |
08/11/2024 | 3.80% | 0.23 CHF | 0.24 CHF | 114,261 | 50,000 | 115,024 | 50,000 | 29,893 CHF | 13,491 CHF | 100.00% | 100.00% |
07/11/2024 | 3.86% | 0.28 CHF | 0.29 CHF | 115,523 | 50,000 | 115,634 | 48,704 | 30,936 CHF | 13,536 CHF | 99.13% | 99.13% |