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 | 2.42% | 0.41 CHF | 0.42 CHF | 109,154 | 50,000 | 109,476 | 50,000 | 44,687 CHF | 20,910 CHF | 100.00% | 100.00% |
19/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 111,300 | 50,000 | 111,812 | 50,000 | 41,464 CHF | 19,043 CHF | 99.94% | 99.94% |
18/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 111,268 | 50,000 | 111,207 | 50,000 | 43,199 CHF | 19,924 CHF | 99.64% | 99.64% |
15/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 111,031 | 50,000 | 110,960 | 50,000 | 43,791 CHF | 20,234 CHF | 100.00% | 100.00% |
14/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 109,336 | 50,000 | 109,335 | 50,000 | 46,051 CHF | 21,560 CHF | 99.44% | 99.44% |
13/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 107,712 | 50,000 | 108,041 | 49,819 | 46,163 CHF | 21,785 CHF | 98.88% | 98.88% |
12/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 107,234 | 50,000 | 106,368 | 50,000 | 48,085 CHF | 23,104 CHF | 100.00% | 100.00% |
11/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 104,949 | 50,000 | 104,326 | 50,000 | 50,213 CHF | 24,566 CHF | 65.66% | 65.66% |
08/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 103,483 | 50,000 | 103,001 | 50,000 | 50,183 CHF | 24,861 CHF | 61.11% | 61.11% |
07/11/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 102,744 | 50,000 | 100,719 | 48,507 | 50,419 CHF | 24,785 CHF | 86.05% | 86.05% |