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 | 3.36% | 0.29 CHF | 0.30 CHF | 145,183 | 50,000 | 145,699 | 50,000 | 42,636 CHF | 15,132 CHF | 100.00% | 100.00% |
19/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 153,016 | 50,000 | 155,641 | 50,000 | 41,871 CHF | 13,953 CHF | 99.94% | 99.94% |
18/11/2024 | 4.18% | 0.28 CHF | 0.29 CHF | 152,485 | 50,000 | 151,748 | 44,466 | 41,871 CHF | 12,748 CHF | 99.64% | 99.64% |
15/11/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 152,282 | 50,000 | 151,686 | 50,000 | 43,313 CHF | 14,779 CHF | 100.00% | 100.00% |
14/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 143,993 | 50,000 | 144,717 | 50,000 | 44,832 CHF | 15,991 CHF | 99.44% | 99.44% |
13/11/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 143,328 | 50,000 | 142,992 | 49,819 | 44,881 CHF | 16,138 CHF | 98.88% | 98.88% |
12/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 140,037 | 50,000 | 136,417 | 50,000 | 44,985 CHF | 16,989 CHF | 99.99% | 99.99% |
11/11/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 133,334 | 50,000 | 131,138 | 50,000 | 46,303 CHF | 18,155 CHF | 100.00% | 100.00% |
08/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 130,999 | 50,000 | 128,875 | 50,000 | 46,290 CHF | 18,461 CHF | 88.69% | 88.69% |
07/11/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 128,619 | 50,000 | 128,076 | 48,703 | 47,233 CHF | 18,452 CHF | 99.06% | 99.06% |