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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 105,673 | 50,000 | 106,925 | 50,000 | 24,543 CHF | 11,981 CHF | 100.00% | 100.00% |
22/11/2024 | 4.68% | 0.22 CHF | 0.23 CHF | 108,339 | 50,000 | 108,388 | 50,000 | 22,651 CHF | 10,950 CHF | 100.00% | 100.00% |
20/11/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 109,456 | 50,000 | 109,466 | 50,000 | 20,124 CHF | 9,692 CHF | 100.00% | 100.00% |
19/11/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 111,120 | 50,000 | 111,694 | 50,000 | 16,436 CHF | 7,859 CHF | 70.65% | 70.65% |
18/11/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 18,075 CHF | 8,632 CHF | 99.64% | 99.64% |
15/11/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 111,265 | 50,000 | 111,105 | 50,000 | 18,521 CHF | 8,836 CHF | 100.00% | 100.00% |
14/11/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 109,011 | 50,000 | 109,087 | 50,000 | 21,409 CHF | 10,314 CHF | 99.44% | 99.44% |
13/11/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 108,146 | 50,000 | 108,128 | 49,819 | 21,726 CHF | 10,514 CHF | 98.88% | 98.88% |
12/11/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 107,168 | 50,000 | 106,351 | 50,000 | 24,256 CHF | 11,904 CHF | 97.96% | 97.96% |
11/11/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 105,011 | 50,000 | 104,135 | 50,000 | 26,827 CHF | 13,382 CHF | 100.00% | 100.00% |