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 | 2.71% | 0.36 CHF | 0.37 CHF | 109,456 | 50,000 | 109,466 | 50,000 | 39,828 CHF | 18,692 CHF | 100.00% | 100.00% |
19/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 111,120 | 50,000 | 111,694 | 50,000 | 36,541 CHF | 16,859 CHF | 70.65% | 70.65% |
18/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 111,516 | 50,000 | 111,052 | 50,000 | 38,005 CHF | 17,612 CHF | 99.64% | 99.64% |
15/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 111,170 | 50,000 | 111,009 | 50,000 | 38,399 CHF | 17,797 CHF | 100.00% | 100.00% |
14/11/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 109,011 | 50,000 | 109,022 | 50,000 | 40,908 CHF | 19,261 CHF | 99.44% | 99.44% |
13/11/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 108,146 | 50,000 | 108,128 | 49,819 | 41,190 CHF | 19,482 CHF | 98.88% | 98.88% |
12/11/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 107,234 | 50,000 | 106,397 | 50,000 | 43,197 CHF | 20,800 CHF | 100.00% | 100.00% |
11/11/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 105,074 | 50,000 | 104,146 | 50,000 | 45,463 CHF | 22,327 CHF | 100.00% | 100.00% |
08/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 103,507 | 50,000 | 102,787 | 50,000 | 45,905 CHF | 22,831 CHF | 88.69% | 88.69% |
07/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 102,357 | 50,000 | 102,589 | 48,703 | 46,510 CHF | 22,585 CHF | 99.06% | 99.06% |