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 | 2.62% | 0.37 CHF | 0.38 CHF | 109,727 | 50,000 | 109,401 | 50,000 | 41,275 CHF | 19,365 CHF | 100.00% | 100.00% |
19/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 111,441 | 50,000 | 111,887 | 50,000 | 37,975 CHF | 17,472 CHF | 99.94% | 99.94% |
18/11/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 111,116 | 50,000 | 111,069 | 50,000 | 39,328 CHF | 18,205 CHF | 99.64% | 99.64% |
15/11/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 111,532 | 50,000 | 111,105 | 50,000 | 40,158 CHF | 18,573 CHF | 100.00% | 100.00% |
14/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 109,287 | 50,000 | 109,276 | 50,000 | 42,571 CHF | 19,980 CHF | 99.44% | 99.44% |
13/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 108,333 | 50,000 | 108,176 | 49,819 | 42,714 CHF | 20,169 CHF | 98.88% | 98.88% |
12/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 106,844 | 50,000 | 106,299 | 50,000 | 44,632 CHF | 21,494 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 104,675 | 50,000 | 104,127 | 50,000 | 46,889 CHF | 23,016 CHF | 100.00% | 100.00% |
08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 103,396 | 50,000 | 102,831 | 50,000 | 47,217 CHF | 23,460 CHF | 88.69% | 88.69% |
07/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 102,623 | 50,000 | 102,646 | 48,703 | 48,159 CHF | 23,338 CHF | 99.06% | 99.06% |