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 | 2.77% | 0.31 CHF | 0.32 CHF | 80,199 | 20,000 | 79,482 | 20,000 | 28,525 CHF | 7,381 CHF | 100.00% | 100.00% |
19/11/2024 | 3.22% | 0.34 CHF | 0.35 CHF | 79,548 | 20,000 | 80,021 | 20,000 | 24,572 CHF | 6,343 CHF | 100.00% | 100.00% |
18/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 80,045 | 20,000 | 80,347 | 20,000 | 25,046 CHF | 6,436 CHF | 100.00% | 100.00% |
15/11/2024 | 2.67% | 0.33 CHF | 0.34 CHF | 80,207 | 20,000 | 79,670 | 20,000 | 29,565 CHF | 7,625 CHF | 100.00% | 100.00% |
14/11/2024 | 2.51% | 0.46 CHF | 0.47 CHF | 78,418 | 20,000 | 79,391 | 20,000 | 31,413 CHF | 8,117 CHF | 99.44% | 99.44% |
13/11/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 80,409 | 20,000 | 80,357 | 19,804 | 23,288 CHF | 5,947 CHF | 98.88% | 98.88% |
12/11/2024 | 2.64% | 0.32 CHF | 0.33 CHF | 79,701 | 20,000 | 79,023 | 20,000 | 29,627 CHF | 7,700 CHF | 100.00% | 100.00% |
11/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 77,167 | 20,000 | 76,847 | 20,000 | 40,083 CHF | 10,632 CHF | 100.00% | 100.00% |
08/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 77,182 | 20,000 | 76,764 | 20,000 | 37,211 CHF | 9,899 CHF | 100.00% | 100.00% |
07/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 75,687 | 20,000 | 75,343 | 19,351 | 45,942 CHF | 12,017 CHF | 99.06% | 99.06% |