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 | 4.13% | 0.23 CHF | 0.24 CHF | 109,727 | 50,000 | 109,401 | 50,000 | 25,959 CHF | 12,365 CHF | 100.00% | 100.00% |
19/11/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 111,441 | 50,000 | 111,887 | 50,000 | 22,311 CHF | 10,472 CHF | 99.94% | 99.94% |
18/11/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 111,116 | 50,000 | 111,069 | 50,000 | 23,778 CHF | 11,205 CHF | 99.64% | 99.64% |
15/11/2024 | 4.42% | 0.21 CHF | 0.22 CHF | 111,532 | 50,000 | 111,105 | 50,000 | 24,603 CHF | 11,573 CHF | 100.00% | 100.00% |
14/11/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 109,287 | 50,000 | 109,276 | 50,000 | 27,272 CHF | 12,980 CHF | 99.44% | 99.44% |
13/11/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 108,333 | 50,000 | 108,176 | 49,819 | 27,569 CHF | 13,195 CHF | 98.88% | 98.88% |
12/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 106,844 | 50,000 | 106,299 | 50,000 | 29,750 CHF | 14,494 CHF | 100.00% | 100.00% |
11/11/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 104,675 | 50,000 | 104,127 | 50,000 | 32,311 CHF | 16,016 CHF | 100.00% | 100.00% |
08/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 103,396 | 50,000 | 102,831 | 50,000 | 32,821 CHF | 16,460 CHF | 88.69% | 88.69% |
07/11/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 102,623 | 50,000 | 102,646 | 48,703 | 33,789 CHF | 16,520 CHF | 99.06% | 99.06% |