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 | 3.59% | 0.27 CHF | 0.28 CHF | 109,456 | 50,000 | 109,466 | 50,000 | 29,976 CHF | 14,192 CHF | 100.00% | 100.00% |
19/11/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 111,248 | 50,000 | 111,783 | 50,000 | 26,378 CHF | 12,300 CHF | 99.94% | 99.94% |
18/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 28,078 CHF | 13,132 CHF | 99.64% | 99.64% |
15/11/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 111,265 | 50,000 | 111,105 | 50,000 | 28,520 CHF | 13,336 CHF | 100.00% | 100.00% |
14/11/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 109,011 | 50,000 | 109,087 | 50,000 | 31,227 CHF | 14,814 CHF | 99.44% | 99.44% |
13/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 108,146 | 50,000 | 108,128 | 49,819 | 31,458 CHF | 14,998 CHF | 98.88% | 98.88% |
12/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 107,168 | 50,000 | 106,351 | 50,000 | 33,827 CHF | 16,404 CHF | 97.96% | 97.96% |
11/11/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 105,011 | 50,000 | 104,135 | 50,000 | 36,199 CHF | 17,882 CHF | 100.00% | 100.00% |
08/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 103,507 | 50,000 | 102,731 | 50,000 | 36,714 CHF | 18,370 CHF | 88.69% | 88.69% |
07/11/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 102,276 | 50,000 | 102,608 | 48,703 | 37,478 CHF | 18,295 CHF | 99.06% | 99.06% |