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 | 2.74% | 0.35 CHF | 0.36 CHF | 105,673 | 50,000 | 106,925 | 50,000 | 38,543 CHF | 18,519 CHF | 100.00% | 100.00% |
22/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 108,339 | 50,000 | 108,388 | 50,000 | 41,298 CHF | 19,550 CHF | 100.00% | 100.00% |
20/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 109,456 | 50,000 | 109,466 | 50,000 | 44,461 CHF | 20,808 CHF | 100.00% | 100.00% |
19/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 111,120 | 50,000 | 111,542 | 50,000 | 49,393 CHF | 22,641 CHF | 70.65% | 70.65% |
18/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 111,516 | 50,000 | 111,052 | 50,000 | 47,506 CHF | 21,888 CHF | 99.64% | 99.64% |
15/11/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 111,031 | 50,000 | 110,995 | 50,000 | 47,183 CHF | 21,754 CHF | 100.00% | 100.00% |
14/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 109,041 | 50,000 | 109,113 | 50,000 | 43,259 CHF | 20,323 CHF | 99.44% | 99.44% |
13/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 107,712 | 50,000 | 108,014 | 49,819 | 42,380 CHF | 20,045 CHF | 98.88% | 98.88% |
12/11/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 107,234 | 50,000 | 106,251 | 50,000 | 39,147 CHF | 18,922 CHF | 100.00% | 100.00% |
11/11/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 104,949 | 50,000 | 104,165 | 50,000 | 35,354 CHF | 17,469 CHF | 100.00% | 100.00% |