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 | 2.24% | 0.44 CHF | 0.45 CHF | 109,154 | 50,000 | 109,471 | 50,000 | 48,427 CHF | 22,618 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 109,626 | 50,000 | 52,574 CHF | 24,482 CHF | 99.94% | 99.94% |
18/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,077 | 50,000 | 51,050 CHF | 23,689 CHF | 99.64% | 99.64% |
15/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,213 | 50,000 | 50,677 CHF | 23,491 CHF | 100.00% | 100.00% |
14/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 109,249 | 50,000 | 109,081 | 50,000 | 47,195 CHF | 22,132 CHF | 99.44% | 99.44% |
13/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 108,110 | 50,000 | 108,101 | 49,819 | 46,231 CHF | 21,810 CHF | 98.88% | 98.88% |
12/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 107,234 | 50,000 | 106,397 | 50,000 | 42,985 CHF | 20,700 CHF | 100.00% | 100.00% |
11/11/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 105,074 | 50,000 | 104,146 | 50,000 | 38,895 CHF | 19,173 CHF | 100.00% | 100.00% |
08/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 103,507 | 50,000 | 102,899 | 50,000 | 37,880 CHF | 18,906 CHF | 88.69% | 88.69% |
07/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 102,297 | 50,000 | 102,717 | 48,703 | 36,865 CHF | 17,986 CHF | 99.06% | 99.06% |