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 | 2.40% | 0.36 CHF | 0.37 CHF | 80,281 | 20,000 | 79,473 | 20,000 | 32,923 CHF | 8,489 CHF | 100.00% | 100.00% |
19/11/2024 | 2.73% | 0.39 CHF | 0.40 CHF | 79,629 | 20,000 | 80,029 | 20,000 | 29,024 CHF | 7,455 CHF | 100.00% | 100.00% |
18/11/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 80,072 | 20,000 | 80,346 | 20,000 | 29,442 CHF | 7,530 CHF | 100.00% | 100.00% |
15/11/2024 | 2.33% | 0.39 CHF | 0.40 CHF | 80,216 | 20,000 | 79,657 | 20,000 | 33,939 CHF | 8,724 CHF | 100.00% | 100.00% |
14/11/2024 | 2.21% | 0.51 CHF | 0.52 CHF | 78,478 | 20,000 | 79,390 | 20,000 | 35,750 CHF | 9,210 CHF | 99.44% | 99.44% |
13/11/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 80,327 | 20,000 | 80,368 | 19,804 | 27,748 CHF | 7,046 CHF | 98.88% | 98.88% |
12/11/2024 | 2.30% | 0.38 CHF | 0.39 CHF | 79,647 | 20,000 | 79,030 | 20,000 | 34,010 CHF | 8,809 CHF | 100.00% | 100.00% |
11/11/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 77,109 | 20,000 | 76,847 | 20,000 | 44,291 CHF | 11,727 CHF | 100.00% | 100.00% |
08/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 77,302 | 20,000 | 76,755 | 20,000 | 41,416 CHF | 10,996 CHF | 100.00% | 100.00% |
07/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 75,630 | 20,000 | 75,346 | 19,351 | 50,097 CHF | 13,082 CHF | 99.06% | 99.06% |