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 | 2.73% | 0.36 CHF | 0.37 CHF | 109,154 | 50,000 | 109,476 | 50,000 | 39,610 CHF | 18,590 CHF | 100.00% | 100.00% |
19/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 111,300 | 50,000 | 111,812 | 50,000 | 44,632 CHF | 20,457 CHF | 99.94% | 99.94% |
18/11/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 111,136 | 50,000 | 111,154 | 50,000 | 42,508 CHF | 19,620 CHF | 99.64% | 99.64% |
15/11/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 111,532 | 50,000 | 111,105 | 50,000 | 42,060 CHF | 19,427 CHF | 100.00% | 100.00% |
14/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 109,359 | 50,000 | 109,293 | 50,000 | 38,447 CHF | 18,088 CHF | 99.44% | 99.44% |
13/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 108,296 | 50,000 | 108,160 | 49,819 | 37,408 CHF | 17,731 CHF | 98.88% | 98.88% |
12/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 106,674 | 50,000 | 106,309 | 50,000 | 34,138 CHF | 16,556 CHF | 97.96% | 97.96% |
11/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 104,524 | 50,000 | 104,189 | 50,000 | 30,443 CHF | 15,109 CHF | 77.73% | 77.73% |
08/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 103,507 | 50,000 | 102,787 | 50,000 | 29,129 CHF | 14,669 CHF | 88.69% | 88.69% |
07/11/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 102,357 | 50,000 | 102,593 | 48,703 | 28,328 CHF | 13,956 CHF | 99.06% | 99.06% |