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 | 2.32% | 0.42 CHF | 0.43 CHF | 109,727 | 50,000 | 109,391 | 50,000 | 46,604 CHF | 21,802 CHF | 100.00% | 100.00% |
19/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 111,376 | 50,000 | 111,865 | 50,000 | 43,339 CHF | 19,872 CHF | 99.94% | 99.94% |
18/11/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 111,059 | 50,000 | 111,064 | 50,000 | 44,845 CHF | 20,690 CHF | 99.64% | 99.64% |
15/11/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 111,367 | 50,000 | 111,099 | 50,000 | 45,567 CHF | 21,009 CHF | 100.00% | 100.00% |
14/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 109,249 | 50,000 | 109,109 | 50,000 | 47,803 CHF | 22,407 CHF | 99.44% | 99.44% |
13/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 108,296 | 50,000 | 108,160 | 49,819 | 48,030 CHF | 22,625 CHF | 98.88% | 98.88% |
12/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 106,844 | 50,000 | 106,037 | 50,000 | 49,832 CHF | 23,998 CHF | 97.96% | 97.96% |
11/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 104,678 | 50,000 | 100,314 | 50,000 | 50,470 CHF | 25,658 CHF | 42.10% | 42.10% |
08/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 103,900 | 50,000 | 100,020 | 50,000 | 51,004 CHF | 25,997 CHF | 71.51% | 71.51% |
07/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 48,703 | 51,837 CHF | 25,745 CHF | 99.06% | 99.06% |