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 | 3.47% | 0.27 CHF | 0.28 CHF | 159,344 | 50,000 | 154,861 | 50,000 | 43,843 CHF | 14,659 CHF | 100.00% | 100.00% |
19/11/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 163,553 | 50,000 | 162,337 | 50,000 | 43,458 CHF | 13,889 CHF | 99.99% | 99.99% |
18/11/2024 | 4.53% | 0.27 CHF | 0.28 CHF | 165,184 | 50,000 | 164,672 | 43,384 | 43,436 CHF | 11,951 CHF | 100.00% | 100.00% |
15/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 167,743 | 50,000 | 176,537 | 50,000 | 42,612 CHF | 12,582 CHF | 100.00% | 100.00% |
14/11/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 180,339 | 50,000 | 187,545 | 50,000 | 41,193 CHF | 11,486 CHF | 99.27% | 99.27% |
13/11/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 188,619 | 50,000 | 184,193 | 49,436 | 40,580 CHF | 11,393 CHF | 99.40% | 99.40% |
12/11/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 180,384 | 50,000 | 178,893 | 50,000 | 42,498 CHF | 12,377 CHF | 100.00% | 100.00% |
11/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 170,177 | 50,000 | 167,332 | 50,000 | 43,669 CHF | 13,550 CHF | 100.00% | 100.00% |
08/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 172,027 | 50,000 | 175,755 | 50,000 | 41,686 CHF | 12,361 CHF | 100.00% | 100.00% |
07/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 172,439 | 50,000 | 169,890 | 48,703 | 43,011 CHF | 12,819 CHF | 99.23% | 99.23% |