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 | 2.66% | 0.40 CHF | 0.41 CHF | 117,543 | 50,000 | 116,678 | 50,000 | 43,324 CHF | 19,063 CHF | 100.00% | 100.00% |
19/11/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 116,422 | 50,000 | 116,463 | 50,000 | 43,393 CHF | 19,127 CHF | 99.40% | 99.40% |
18/11/2024 | 2.58% | 0.35 CHF | 0.36 CHF | 116,257 | 50,000 | 117,415 | 50,000 | 45,047 CHF | 19,681 CHF | 100.00% | 100.00% |
15/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 118,717 | 50,000 | 118,549 | 50,000 | 49,405 CHF | 21,337 CHF | 100.00% | 100.00% |
14/11/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 118,084 | 50,000 | 118,226 | 50,000 | 47,615 CHF | 20,637 CHF | 99.52% | 99.52% |
13/11/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 118,127 | 50,000 | 117,405 | 49,704 | 47,532 CHF | 20,619 CHF | 99.32% | 99.32% |
12/11/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 115,837 | 50,000 | 115,416 | 50,000 | 39,842 CHF | 17,760 CHF | 100.00% | 100.00% |
11/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 114,845 | 50,000 | 114,549 | 50,000 | 37,407 CHF | 16,827 CHF | 100.00% | 100.00% |
08/11/2024 | 2.65% | 0.34 CHF | 0.35 CHF | 114,097 | 50,000 | 115,078 | 50,000 | 42,999 CHF | 19,179 CHF | 100.00% | 100.00% |
07/11/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 115,315 | 50,000 | 115,639 | 48,703 | 43,884 CHF | 18,978 CHF | 99.13% | 99.13% |