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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 105,794 | 50,000 | 107,115 | 50,000 | 35,713 CHF | 17,175 CHF | 84.65% | 84.65% |
22/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 108,159 | 50,000 | 108,485 | 50,000 | 34,170 CHF | 16,249 CHF | 100.00% | 100.00% |
20/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 109,154 | 50,000 | 109,476 | 50,000 | 31,550 CHF | 14,910 CHF | 100.00% | 100.00% |
19/11/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 111,300 | 50,000 | 111,812 | 50,000 | 28,046 CHF | 13,043 CHF | 99.94% | 99.94% |
18/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 111,268 | 50,000 | 111,207 | 50,000 | 29,854 CHF | 13,924 CHF | 99.64% | 99.64% |
15/11/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 111,031 | 50,000 | 110,960 | 50,000 | 30,475 CHF | 14,234 CHF | 100.00% | 100.00% |
14/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 109,336 | 50,000 | 109,335 | 50,000 | 32,931 CHF | 15,560 CHF | 99.44% | 99.44% |
13/11/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 107,712 | 50,000 | 108,041 | 49,819 | 33,198 CHF | 15,806 CHF | 98.88% | 98.88% |
12/11/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 107,234 | 50,000 | 106,368 | 50,000 | 35,321 CHF | 17,104 CHF | 100.00% | 100.00% |
11/11/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 104,949 | 50,000 | 104,176 | 50,000 | 37,828 CHF | 18,657 CHF | 100.00% | 100.00% |