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 | 2.85% | 0.34 CHF | 0.35 CHF | 109,727 | 50,000 | 109,391 | 50,000 | 37,853 CHF | 17,802 CHF | 100.00% | 100.00% |
19/11/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 111,376 | 50,000 | 111,865 | 50,000 | 34,389 CHF | 15,872 CHF | 99.94% | 99.94% |
18/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 111,059 | 50,000 | 111,064 | 50,000 | 35,960 CHF | 16,690 CHF | 99.64% | 99.64% |
15/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 111,367 | 50,000 | 111,099 | 50,000 | 36,679 CHF | 17,009 CHF | 100.00% | 100.00% |
14/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 109,359 | 50,000 | 109,293 | 50,000 | 39,151 CHF | 18,412 CHF | 99.44% | 99.44% |
13/11/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 108,296 | 50,000 | 108,160 | 49,819 | 39,385 CHF | 18,639 CHF | 98.88% | 98.88% |
12/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 106,844 | 50,000 | 106,299 | 50,000 | 41,443 CHF | 19,994 CHF | 100.00% | 100.00% |
11/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 104,613 | 50,000 | 104,113 | 50,000 | 43,706 CHF | 21,491 CHF | 100.00% | 100.00% |
08/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 103,396 | 50,000 | 102,831 | 50,000 | 44,132 CHF | 21,960 CHF | 88.69% | 88.69% |
07/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 102,492 | 50,000 | 102,637 | 48,703 | 45,049 CHF | 21,867 CHF | 99.06% | 99.06% |