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 | 2.15% | 0.44 CHF | 0.45 CHF | 117,308 | 50,000 | 111,914 | 50,000 | 51,583 CHF | 23,563 CHF | 100.00% | 100.00% |
19/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 112,958 | 50,000 | 52,045 CHF | 23,566 CHF | 76.59% | 76.59% |
18/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 117,550 | 50,000 | 117,701 | 50,000 | 51,868 CHF | 22,535 CHF | 62.73% | 62.73% |
15/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 118,623 | 50,000 | 118,585 | 50,000 | 49,667 CHF | 21,442 CHF | 100.00% | 100.00% |
14/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 118,215 | 50,000 | 118,274 | 50,000 | 51,158 CHF | 22,127 CHF | 99.52% | 99.52% |
13/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 118,048 | 50,000 | 117,626 | 49,589 | 50,127 CHF | 21,644 CHF | 71.54% | 71.54% |
12/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 106,238 | 50,000 | 52,395 CHF | 25,171 CHF | 100.00% | 100.00% |
11/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,415 | 50,000 | 51,549 CHF | 26,173 CHF | 100.00% | 100.00% |
08/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 108,774 | 50,000 | 52,725 CHF | 24,754 CHF | 44.10% | 44.10% |
07/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 115,380 | 50,000 | 110,362 | 49,473 | 51,017 CHF | 23,378 CHF | 72.25% | 72.25% |