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 | 3.66% | 0.27 CHF | 0.28 CHF | 109,154 | 50,000 | 109,476 | 50,000 | 29,360 CHF | 13,910 CHF | 100.00% | 100.00% |
19/11/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 111,300 | 50,000 | 111,812 | 50,000 | 25,810 CHF | 12,043 CHF | 99.94% | 99.94% |
18/11/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 111,136 | 50,000 | 111,154 | 50,000 | 27,519 CHF | 12,880 CHF | 99.64% | 99.64% |
15/11/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 111,627 | 50,000 | 111,030 | 50,000 | 28,187 CHF | 13,195 CHF | 100.00% | 100.00% |
14/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 109,074 | 50,000 | 109,163 | 50,000 | 30,615 CHF | 14,524 CHF | 99.44% | 99.44% |
13/11/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 108,296 | 50,000 | 108,143 | 49,819 | 30,948 CHF | 14,755 CHF | 98.88% | 98.88% |
12/11/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 107,234 | 50,000 | 106,251 | 50,000 | 33,104 CHF | 16,078 CHF | 100.00% | 100.00% |
11/11/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 104,949 | 50,000 | 104,165 | 50,000 | 35,478 CHF | 17,531 CHF | 100.00% | 100.00% |
08/11/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 103,601 | 50,000 | 102,881 | 50,000 | 36,020 CHF | 18,007 CHF | 88.69% | 88.69% |
07/11/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 102,563 | 50,000 | 102,689 | 48,703 | 36,982 CHF | 18,034 CHF | 99.06% | 99.06% |