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 | 2.11% | 0.47 CHF | 0.48 CHF | 109,320 | 50,000 | 109,509 | 50,000 | 51,351 CHF | 23,947 CHF | 100.00% | 100.00% |
19/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 111,415 | 50,000 | 111,654 | 50,000 | 48,494 CHF | 22,217 CHF | 70.65% | 70.65% |
18/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 111,268 | 50,000 | 111,174 | 50,000 | 49,712 CHF | 22,859 CHF | 85.55% | 85.55% |
15/11/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 111,360 | 50,000 | 111,512 | 50,000 | 49,567 CHF | 22,725 CHF | 14.93% | 14.93% |
14/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 109,336 | 50,000 | 109,335 | 50,000 | 52,611 CHF | 24,560 CHF | 99.44% | 99.44% |
13/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 107,640 | 50,000 | 108,193 | 49,740 | 52,571 CHF | 24,665 CHF | 68.69% | 68.69% |
12/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,207 CHF | 26,104 CHF | 100.00% | 100.00% |
11/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 99,426 | 50,000 | 53,991 CHF | 27,657 CHF | 100.00% | 100.00% |
08/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 97,637 | 50,000 | 53,722 CHF | 28,023 CHF | 88.69% | 88.69% |
07/11/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 92,130 | 48,703 | 51,608 CHF | 27,792 CHF | 99.06% | 99.06% |