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 | 3.81% | 0.26 CHF | 0.27 CHF | 109,154 | 50,000 | 109,471 | 50,000 | 28,203 CHF | 13,382 CHF | 100.00% | 100.00% |
19/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 111,370 | 50,000 | 111,818 | 50,000 | 24,637 CHF | 11,518 CHF | 99.94% | 99.94% |
18/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 111,136 | 50,000 | 111,154 | 50,000 | 26,407 CHF | 12,380 CHF | 99.64% | 99.64% |
15/11/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 111,627 | 50,000 | 111,030 | 50,000 | 27,077 CHF | 12,695 CHF | 100.00% | 100.00% |
14/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 109,074 | 50,000 | 109,163 | 50,000 | 29,523 CHF | 14,024 CHF | 99.44% | 99.44% |
13/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 108,296 | 50,000 | 108,143 | 49,819 | 29,867 CHF | 14,257 CHF | 98.88% | 98.88% |
12/11/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 107,234 | 50,000 | 106,251 | 50,000 | 32,041 CHF | 15,578 CHF | 100.00% | 100.00% |
11/11/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 104,949 | 50,000 | 104,165 | 50,000 | 34,436 CHF | 17,031 CHF | 100.00% | 100.00% |
08/11/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 103,601 | 50,000 | 102,881 | 50,000 | 34,991 CHF | 17,507 CHF | 88.69% | 88.69% |
07/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 102,563 | 50,000 | 102,688 | 48,703 | 35,955 CHF | 17,547 CHF | 99.06% | 99.06% |