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 | 4.53% | 0.21 CHF | 0.22 CHF | 109,727 | 50,000 | 109,391 | 50,000 | 23,632 CHF | 11,302 CHF | 100.00% | 100.00% |
19/11/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 111,441 | 50,000 | 111,887 | 50,000 | 20,073 CHF | 9,472 CHF | 99.94% | 99.94% |
18/11/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 111,116 | 50,000 | 111,069 | 50,000 | 21,557 CHF | 10,205 CHF | 99.64% | 99.64% |
15/11/2024 | 4.85% | 0.19 CHF | 0.20 CHF | 111,532 | 50,000 | 111,105 | 50,000 | 22,381 CHF | 10,573 CHF | 100.00% | 100.00% |
14/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 109,359 | 50,000 | 109,293 | 50,000 | 24,943 CHF | 11,912 CHF | 99.44% | 99.44% |
13/11/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 108,296 | 50,000 | 108,160 | 49,819 | 25,325 CHF | 12,163 CHF | 98.88% | 98.88% |
12/11/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 106,844 | 50,000 | 106,299 | 50,000 | 27,624 CHF | 13,494 CHF | 100.00% | 100.00% |
11/11/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 104,613 | 50,000 | 104,113 | 50,000 | 30,171 CHF | 14,991 CHF | 100.00% | 100.00% |
08/11/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 103,396 | 50,000 | 102,831 | 50,000 | 30,764 CHF | 15,460 CHF | 88.69% | 88.69% |
07/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 102,492 | 50,000 | 102,637 | 48,703 | 31,706 CHF | 15,535 CHF | 99.06% | 99.06% |