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 | 2.64% | 0.40 CHF | 0.41 CHF | 117,556 | 50,000 | 116,709 | 50,000 | 43,646 CHF | 19,195 CHF | 100.00% | 100.00% |
19/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 116,292 | 50,000 | 116,464 | 50,000 | 43,666 CHF | 19,244 CHF | 99.40% | 99.40% |
18/11/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 116,590 | 50,000 | 117,417 | 50,000 | 45,435 CHF | 19,846 CHF | 100.00% | 100.00% |
15/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 118,663 | 50,000 | 118,551 | 50,000 | 49,801 CHF | 21,503 CHF | 100.00% | 100.00% |
14/11/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 118,031 | 50,000 | 118,250 | 50,000 | 47,937 CHF | 20,769 CHF | 99.52% | 99.52% |
13/11/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 118,048 | 50,000 | 117,444 | 49,704 | 47,899 CHF | 20,774 CHF | 99.32% | 99.32% |
12/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 115,774 | 50,000 | 115,370 | 50,000 | 39,986 CHF | 17,829 CHF | 100.00% | 100.00% |
11/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 114,897 | 50,000 | 114,574 | 50,000 | 37,577 CHF | 16,898 CHF | 100.00% | 100.00% |
08/11/2024 | 2.63% | 0.34 CHF | 0.35 CHF | 114,009 | 50,000 | 115,042 | 50,000 | 43,325 CHF | 19,326 CHF | 100.00% | 100.00% |
07/11/2024 | 2.69% | 0.39 CHF | 0.40 CHF | 115,252 | 50,000 | 115,616 | 48,704 | 44,122 CHF | 19,082 CHF | 99.13% | 99.13% |