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 | 2.99% | 0.33 CHF | 0.34 CHF | 109,320 | 50,000 | 109,506 | 50,000 | 36,144 CHF | 17,004 CHF | 100.00% | 100.00% |
19/11/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 110,930 | 50,000 | 111,653 | 50,000 | 32,994 CHF | 15,276 CHF | 70.65% | 70.65% |
18/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 111,268 | 50,000 | 111,226 | 50,000 | 34,345 CHF | 15,941 CHF | 99.64% | 99.64% |
15/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 111,031 | 50,000 | 110,995 | 50,000 | 34,953 CHF | 16,246 CHF | 100.00% | 100.00% |
14/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 109,041 | 50,000 | 109,137 | 50,000 | 37,645 CHF | 17,747 CHF | 99.44% | 99.44% |
13/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 107,814 | 50,000 | 107,992 | 49,819 | 37,640 CHF | 17,867 CHF | 98.88% | 98.88% |
12/11/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 107,234 | 50,000 | 106,476 | 50,000 | 39,764 CHF | 19,173 CHF | 100.00% | 100.00% |
11/11/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 104,949 | 50,000 | 104,138 | 50,000 | 42,286 CHF | 20,803 CHF | 100.00% | 100.00% |
08/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 103,507 | 50,000 | 102,743 | 50,000 | 42,768 CHF | 21,314 CHF | 88.69% | 88.69% |
07/11/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 102,297 | 50,000 | 102,728 | 48,703 | 43,332 CHF | 21,047 CHF | 99.06% | 99.06% |