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 | 3.25% | 0.35 CHF | 0.36 CHF | 87,827 | 50,000 | 87,941 | 50,000 | 29,783 CHF | 17,494 CHF | 100.00% | 100.00% |
19/11/2024 | 4.30% | 0.31 CHF | 0.32 CHF | 88,145 | 50,000 | 88,651 | 50,000 | 25,088 CHF | 14,773 CHF | 99.40% | 99.40% |
18/11/2024 | 3.79% | 0.31 CHF | 0.32 CHF | 88,552 | 50,000 | 88,722 | 50,000 | 26,840 CHF | 15,709 CHF | 100.00% | 100.00% |
15/11/2024 | 4.31% | 0.26 CHF | 0.27 CHF | 89,588 | 50,000 | 88,465 | 50,000 | 28,841 CHF | 17,033 CHF | 100.00% | 100.00% |
14/11/2024 | 4.19% | 0.37 CHF | 0.38 CHF | 87,683 | 50,000 | 87,835 | 50,000 | 32,277 CHF | 19,159 CHF | 99.52% | 99.52% |
13/11/2024 | 3.61% | 0.37 CHF | 0.39 CHF | 87,226 | 50,000 | 86,606 | 49,383 | 35,032 CHF | 20,698 CHF | 99.32% | 99.32% |
12/11/2024 | 2.48% | 0.43 CHF | 0.44 CHF | 86,217 | 50,000 | 85,324 | 50,000 | 40,725 CHF | 24,465 CHF | 100.00% | 100.00% |
11/11/2024 | 2.51% | 0.46 CHF | 0.47 CHF | 85,488 | 50,000 | 85,438 | 50,000 | 39,025 CHF | 23,419 CHF | 100.00% | 100.00% |
08/11/2024 | 2.76% | 0.46 CHF | 0.47 CHF | 84,895 | 50,000 | 84,972 | 50,000 | 37,901 CHF | 22,926 CHF | 100.00% | 100.00% |
07/11/2024 | 3.61% | 0.41 CHF | 0.42 CHF | 85,613 | 50,000 | 86,176 | 48,444 | 33,561 CHF | 19,520 CHF | 99.13% | 99.13% |