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 | 2.78% | 0.36 CHF | 0.37 CHF | 109,727 | 50,000 | 109,357 | 50,000 | 38,828 CHF | 18,253 CHF | 100.00% | 100.00% |
19/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 111,248 | 50,000 | 111,827 | 50,000 | 43,965 CHF | 20,156 CHF | 99.94% | 99.94% |
18/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 41,945 CHF | 19,368 CHF | 99.64% | 99.64% |
15/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 111,101 | 50,000 | 110,947 | 50,000 | 41,553 CHF | 19,225 CHF | 100.00% | 100.00% |
14/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 109,041 | 50,000 | 109,137 | 50,000 | 37,660 CHF | 17,754 CHF | 99.44% | 99.44% |
13/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 107,814 | 50,000 | 107,997 | 49,819 | 36,876 CHF | 17,509 CHF | 98.88% | 98.88% |
12/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 107,234 | 50,000 | 106,368 | 50,000 | 33,818 CHF | 16,396 CHF | 100.00% | 100.00% |
11/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 104,949 | 50,000 | 104,176 | 50,000 | 29,887 CHF | 14,844 CHF | 100.00% | 100.00% |
08/11/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 103,396 | 50,000 | 102,831 | 50,000 | 28,877 CHF | 14,540 CHF | 88.69% | 88.69% |
07/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 102,623 | 50,000 | 102,651 | 48,703 | 27,800 CHF | 13,679 CHF | 99.06% | 99.06% |