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 | 3.75% | 0.26 CHF | 0.27 CHF | 138,586 | 50,000 | 139,079 | 50,000 | 36,424 CHF | 13,595 CHF | 100.00% | 100.00% |
19/11/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 149,763 | 50,000 | 150,118 | 50,000 | 35,457 CHF | 12,311 CHF | 99.94% | 99.94% |
18/11/2024 | 4.64% | 0.24 CHF | 0.25 CHF | 145,214 | 50,000 | 145,559 | 44,466 | 35,611 CHF | 11,354 CHF | 99.64% | 99.64% |
15/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 146,465 | 50,000 | 146,725 | 50,000 | 37,785 CHF | 13,376 CHF | 74.69% | 74.69% |
14/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 138,268 | 50,000 | 139,224 | 50,000 | 38,829 CHF | 14,448 CHF | 99.44% | 99.44% |
13/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 137,716 | 50,000 | 137,380 | 49,819 | 38,998 CHF | 14,643 CHF | 98.88% | 98.88% |
12/11/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 134,383 | 50,000 | 131,133 | 50,000 | 39,339 CHF | 15,500 CHF | 99.99% | 99.99% |
11/11/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 126,445 | 50,000 | 125,963 | 50,000 | 41,121 CHF | 16,824 CHF | 100.00% | 100.00% |
08/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 125,843 | 50,000 | 123,867 | 50,000 | 41,194 CHF | 17,129 CHF | 88.69% | 88.69% |
07/11/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 121,822 | 50,000 | 123,101 | 48,703 | 41,992 CHF | 17,116 CHF | 99.06% | 99.06% |