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 | 2.71% | 0.39 CHF | 0.40 CHF | 108,304 | 20,000 | 108,792 | 20,000 | 39,670 CHF | 7,493 CHF | 100.00% | 100.00% |
19/11/2024 | 3.32% | 0.33 CHF | 0.34 CHF | 109,446 | 20,000 | 110,331 | 20,000 | 32,810 CHF | 6,149 CHF | 100.00% | 100.00% |
18/11/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 109,404 | 20,000 | 109,306 | 20,000 | 38,751 CHF | 7,291 CHF | 94.79% | 94.79% |
15/11/2024 | 3.18% | 0.39 CHF | 0.40 CHF | 108,598 | 20,000 | 108,622 | 20,000 | 41,946 CHF | 7,973 CHF | 100.00% | 100.00% |
14/11/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 109,017 | 20,000 | 109,308 | 20,000 | 39,901 CHF | 7,502 CHF | 99.44% | 99.44% |
13/11/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 111,399 | 20,000 | 111,301 | 19,927 | 29,543 CHF | 5,490 CHF | 98.88% | 98.88% |
12/11/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 110,584 | 20,000 | 110,014 | 20,000 | 33,930 CHF | 6,369 CHF | 100.00% | 100.00% |
11/11/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 109,339 | 25,000 | 109,407 | 25,000 | 34,951 CHF | 8,237 CHF | 100.00% | 100.00% |
08/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 109,696 | 25,000 | 109,940 | 25,000 | 29,643 CHF | 6,991 CHF | 100.00% | 100.00% |
07/11/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 109,876 | 20,000 | 109,449 | 19,481 | 32,610 CHF | 5,993 CHF | 99.06% | 99.06% |