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 | 3.13% | 0.31 CHF | 0.32 CHF | 109,727 | 50,000 | 109,341 | 50,000 | 34,371 CHF | 16,218 CHF | 100.00% | 100.00% |
19/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 111,248 | 50,000 | 111,783 | 50,000 | 30,849 CHF | 14,300 CHF | 99.94% | 99.94% |
18/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 32,524 CHF | 15,132 CHF | 99.64% | 99.64% |
15/11/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 111,265 | 50,000 | 111,105 | 50,000 | 32,965 CHF | 15,336 CHF | 100.00% | 100.00% |
14/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 109,249 | 50,000 | 109,081 | 50,000 | 35,707 CHF | 16,868 CHF | 99.44% | 99.44% |
13/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 108,110 | 50,000 | 108,111 | 49,819 | 35,921 CHF | 17,054 CHF | 98.88% | 98.88% |
12/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 106,674 | 50,000 | 106,309 | 50,000 | 38,152 CHF | 18,444 CHF | 97.96% | 97.96% |
11/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 104,524 | 50,000 | 104,189 | 50,000 | 40,406 CHF | 19,892 CHF | 77.73% | 77.73% |
08/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 103,752 | 50,000 | 102,928 | 50,000 | 40,918 CHF | 20,378 CHF | 88.69% | 88.69% |
07/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 102,313 | 50,000 | 102,545 | 48,703 | 41,760 CHF | 20,343 CHF | 99.06% | 99.06% |