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 | 2.56% | 0.38 CHF | 0.39 CHF | 109,727 | 50,000 | 109,357 | 50,000 | 42,096 CHF | 19,747 CHF | 100.00% | 100.00% |
19/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 111,248 | 50,000 | 111,827 | 50,000 | 38,787 CHF | 17,844 CHF | 99.94% | 99.94% |
18/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 110,927 | 50,000 | 111,054 | 50,000 | 40,299 CHF | 18,645 CHF | 99.64% | 99.64% |
15/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 111,367 | 50,000 | 111,110 | 50,000 | 40,887 CHF | 18,901 CHF | 93.97% | 93.97% |
14/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 109,249 | 50,000 | 109,082 | 50,000 | 43,343 CHF | 20,368 CHF | 99.44% | 99.44% |
13/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 108,110 | 50,000 | 108,111 | 49,819 | 43,489 CHF | 20,542 CHF | 98.88% | 98.88% |
12/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 106,674 | 50,000 | 106,309 | 50,000 | 45,593 CHF | 21,944 CHF | 97.96% | 97.96% |
11/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 104,524 | 50,000 | 104,189 | 50,000 | 47,700 CHF | 23,392 CHF | 77.73% | 77.73% |
08/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 103,752 | 50,000 | 102,928 | 50,000 | 48,123 CHF | 23,878 CHF | 88.69% | 88.69% |
07/11/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 102,313 | 50,000 | 102,545 | 48,703 | 48,939 CHF | 23,752 CHF | 99.06% | 99.06% |