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 | 3.94% | 0.25 CHF | 0.26 CHF | 109,320 | 50,000 | 109,516 | 50,000 | 27,261 CHF | 12,947 CHF | 100.00% | 100.00% |
19/11/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 111,415 | 50,000 | 111,654 | 50,000 | 23,930 CHF | 11,217 CHF | 70.65% | 70.65% |
18/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 111,268 | 50,000 | 111,207 | 50,000 | 25,406 CHF | 11,924 CHF | 99.64% | 99.64% |
15/11/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 111,031 | 50,000 | 110,960 | 50,000 | 26,037 CHF | 12,234 CHF | 100.00% | 100.00% |
14/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 109,336 | 50,000 | 109,335 | 50,000 | 28,557 CHF | 13,560 CHF | 99.44% | 99.44% |
13/11/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 107,712 | 50,000 | 108,036 | 49,819 | 28,875 CHF | 13,818 CHF | 98.88% | 98.88% |
12/11/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 107,234 | 50,000 | 106,368 | 50,000 | 31,066 CHF | 15,104 CHF | 100.00% | 100.00% |
11/11/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 104,949 | 50,000 | 104,176 | 50,000 | 33,661 CHF | 16,657 CHF | 100.00% | 100.00% |
08/11/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 103,483 | 50,000 | 102,885 | 50,000 | 33,996 CHF | 17,023 CHF | 88.69% | 88.69% |
07/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 102,563 | 50,000 | 102,703 | 48,703 | 34,959 CHF | 17,078 CHF | 99.06% | 99.06% |