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 | 2.84% | 0.33 CHF | 0.34 CHF | 108,480 | 20,000 | 108,795 | 20,000 | 37,829 CHF | 7,154 CHF | 100.00% | 100.00% |
19/11/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 109,387 | 20,000 | 110,313 | 20,000 | 45,820 CHF | 8,505 CHF | 100.00% | 100.00% |
18/11/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 109,579 | 20,000 | 109,337 | 20,000 | 39,220 CHF | 7,373 CHF | 94.79% | 94.79% |
15/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 108,770 | 20,000 | 108,610 | 20,000 | 35,808 CHF | 6,794 CHF | 100.00% | 100.00% |
14/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 108,992 | 20,000 | 109,281 | 20,000 | 38,238 CHF | 7,197 CHF | 99.44% | 99.44% |
13/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 111,218 | 20,000 | 110,653 | 19,927 | 49,914 CHF | 9,191 CHF | 98.88% | 98.88% |
12/11/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 110,606 | 20,000 | 110,039 | 20,000 | 45,002 CHF | 8,379 CHF | 100.00% | 100.00% |
11/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 109,385 | 25,000 | 109,423 | 25,000 | 43,370 CHF | 10,159 CHF | 100.00% | 100.00% |
08/11/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 109,696 | 25,000 | 109,883 | 25,000 | 49,464 CHF | 11,504 CHF | 93.95% | 93.95% |
07/11/2024 | 2.47% | 0.45 CHF | 0.46 CHF | 109,876 | 20,000 | 109,449 | 19,481 | 46,205 CHF | 8,440 CHF | 99.06% | 99.06% |