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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3.30% | 0.40 CHF | 0.41 CHF | 110,383 | 50,000 | 114,462 | 50,000 | 43,356 CHF | 19,586 CHF | 99.90% | 99.90% |
20/11/2024 | 2.96% | 0.37 CHF | 0.38 CHF | 117,057 | 50,000 | 113,456 | 50,000 | 43,855 CHF | 19,914 CHF | 96.50% | 96.50% |
19/11/2024 | 3.43% | 0.38 CHF | 0.39 CHF | 116,650 | 50,000 | 118,984 | 50,000 | 43,412 CHF | 18,889 CHF | 85.20% | 85.20% |
18/11/2024 | 3.65% | 0.39 CHF | 0.40 CHF | 115,072 | 50,000 | 113,953 | 43,384 | 43,442 CHF | 17,043 CHF | 100.00% | 100.00% |
15/11/2024 | 3.13% | 0.40 CHF | 0.41 CHF | 112,729 | 50,000 | 111,056 | 50,000 | 44,358 CHF | 20,614 CHF | 100.00% | 100.00% |
14/11/2024 | 2.90% | 0.41 CHF | 0.42 CHF | 110,457 | 50,000 | 109,618 | 50,000 | 45,823 CHF | 21,519 CHF | 81.03% | 81.03% |
13/11/2024 | 3.52% | 0.39 CHF | 0.40 CHF | 112,035 | 50,000 | 111,017 | 49,375 | 43,811 CHF | 20,204 CHF | 99.40% | 99.40% |
12/11/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 106,769 | 50,000 | 104,803 | 50,000 | 45,390 CHF | 22,207 CHF | 100.00% | 100.00% |
11/11/2024 | 2.60% | 0.47 CHF | 0.48 CHF | 100,683 | 50,000 | 100,409 | 50,000 | 46,934 CHF | 23,989 CHF | 100.00% | 100.00% |
08/11/2024 | 3.50% | 0.42 CHF | 0.43 CHF | 106,861 | 50,000 | 107,714 | 50,000 | 44,368 CHF | 21,329 CHF | 99.79% | 99.79% |