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 | 3.23% | 0.30 CHF | 0.31 CHF | 109,727 | 50,000 | 109,341 | 50,000 | 33,277 CHF | 15,718 CHF | 100.00% | 100.00% |
19/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 111,248 | 50,000 | 111,827 | 50,000 | 29,841 CHF | 13,844 CHF | 99.94% | 99.94% |
18/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 110,927 | 50,000 | 111,054 | 50,000 | 31,415 CHF | 14,645 CHF | 99.64% | 99.64% |
15/11/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 111,367 | 50,000 | 111,110 | 50,000 | 31,998 CHF | 14,901 CHF | 93.97% | 93.97% |
14/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 109,249 | 50,000 | 109,082 | 50,000 | 34,616 CHF | 16,368 CHF | 99.44% | 99.44% |
13/11/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 108,110 | 50,000 | 108,111 | 49,819 | 34,840 CHF | 16,556 CHF | 98.88% | 98.88% |
12/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 106,674 | 50,000 | 106,309 | 50,000 | 37,089 CHF | 17,944 CHF | 97.96% | 97.96% |
11/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 104,524 | 50,000 | 104,189 | 50,000 | 39,364 CHF | 19,392 CHF | 77.73% | 77.73% |
08/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 103,752 | 50,000 | 102,928 | 50,000 | 39,888 CHF | 19,878 CHF | 88.69% | 88.69% |
07/11/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 102,313 | 50,000 | 102,545 | 48,703 | 40,735 CHF | 19,856 CHF | 99.06% | 99.06% |