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 | 2.18% | 0.45 CHF | 0.46 CHF | 109,727 | 50,000 | 109,341 | 50,000 | 49,678 CHF | 23,217 CHF | 100.00% | 100.00% |
19/11/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 111,248 | 50,000 | 111,783 | 50,000 | 46,499 CHF | 21,300 CHF | 99.94% | 99.94% |
18/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 48,085 CHF | 22,132 CHF | 99.64% | 99.64% |
15/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 111,265 | 50,000 | 111,105 | 50,000 | 48,519 CHF | 22,336 CHF | 100.00% | 100.00% |
14/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 109,249 | 50,000 | 109,081 | 50,000 | 50,978 CHF | 23,868 CHF | 99.44% | 99.44% |
13/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 108,110 | 50,000 | 108,111 | 49,819 | 51,057 CHF | 24,029 CHF | 98.88% | 98.88% |
12/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 106,513 | 50,000 | 102,380 | 50,000 | 50,804 CHF | 25,319 CHF | 13.17% | 13.17% |
11/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,865 CHF | 26,932 CHF | 100.00% | 100.00% |
08/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,755 CHF | 27,378 CHF | 88.69% | 88.69% |
07/11/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,475 | 48,703 | 53,872 CHF | 27,161 CHF | 99.06% | 99.06% |