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 | 4.50% | 0.21 CHF | 0.22 CHF | 109,727 | 50,000 | 109,401 | 50,000 | 23,771 CHF | 11,365 CHF | 100.00% | 100.00% |
19/11/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 111,441 | 50,000 | 111,887 | 50,000 | 20,073 CHF | 9,472 CHF | 99.94% | 99.94% |
18/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 111,206 | 50,000 | 111,132 | 50,000 | 21,804 CHF | 10,311 CHF | 99.64% | 99.64% |
15/11/2024 | 4.82% | 0.19 CHF | 0.20 CHF | 111,532 | 50,000 | 111,043 | 50,000 | 22,523 CHF | 10,643 CHF | 100.00% | 100.00% |
14/11/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 109,287 | 50,000 | 109,276 | 50,000 | 25,087 CHF | 11,980 CHF | 99.44% | 99.44% |
13/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 108,333 | 50,000 | 108,176 | 49,819 | 25,406 CHF | 12,198 CHF | 98.88% | 98.88% |
12/11/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 106,856 | 50,000 | 106,286 | 50,000 | 27,760 CHF | 13,560 CHF | 100.00% | 100.00% |
11/11/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 104,675 | 50,000 | 104,127 | 50,000 | 30,229 CHF | 15,016 CHF | 100.00% | 100.00% |
08/11/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 103,396 | 50,000 | 102,831 | 50,000 | 30,764 CHF | 15,460 CHF | 88.69% | 88.69% |
07/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 102,623 | 50,000 | 102,648 | 48,703 | 31,737 CHF | 15,551 CHF | 99.06% | 99.06% |