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 | 2.86% | 0.34 CHF | 0.35 CHF | 109,727 | 50,000 | 109,341 | 50,000 | 37,651 CHF | 17,717 CHF | 100.00% | 100.00% |
19/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 111,248 | 50,000 | 111,783 | 50,000 | 34,203 CHF | 15,800 CHF | 99.94% | 99.94% |
18/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 35,859 CHF | 16,632 CHF | 99.64% | 99.64% |
15/11/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 111,265 | 50,000 | 111,105 | 50,000 | 36,298 CHF | 16,836 CHF | 100.00% | 100.00% |
14/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 109,011 | 50,000 | 109,087 | 50,000 | 38,863 CHF | 18,314 CHF | 99.44% | 99.44% |
13/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 108,146 | 50,000 | 108,128 | 49,819 | 39,027 CHF | 18,485 CHF | 98.88% | 98.88% |
12/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 107,168 | 50,000 | 106,351 | 50,000 | 41,272 CHF | 19,904 CHF | 97.96% | 97.96% |
11/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 105,011 | 50,000 | 104,135 | 50,000 | 43,489 CHF | 21,382 CHF | 100.00% | 100.00% |
08/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 103,507 | 50,000 | 102,731 | 50,000 | 43,905 CHF | 21,870 CHF | 88.69% | 88.69% |
07/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 102,276 | 50,000 | 102,607 | 48,703 | 44,658 CHF | 21,704 CHF | 99.06% | 99.06% |