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 | 3.37% | 0.35 CHF | 0.36 CHF | 108,304 | 20,000 | 108,782 | 20,000 | 35,315 CHF | 6,716 CHF | 100.00% | 100.00% |
19/11/2024 | 3.81% | 0.30 CHF | 0.31 CHF | 109,192 | 20,000 | 110,336 | 20,000 | 28,591 CHF | 5,384 CHF | 100.00% | 100.00% |
18/11/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 109,404 | 20,000 | 109,306 | 20,000 | 34,379 CHF | 6,491 CHF | 94.79% | 94.79% |
15/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 108,598 | 20,000 | 108,599 | 20,000 | 37,861 CHF | 7,173 CHF | 100.00% | 100.00% |
14/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 109,264 | 20,000 | 109,327 | 20,000 | 35,783 CHF | 6,747 CHF | 99.44% | 99.44% |
13/11/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 111,371 | 20,000 | 111,295 | 19,927 | 25,202 CHF | 4,715 CHF | 98.88% | 98.88% |
12/11/2024 | 3.66% | 0.25 CHF | 0.26 CHF | 110,584 | 20,000 | 110,023 | 20,000 | 29,582 CHF | 5,578 CHF | 100.00% | 100.00% |
11/11/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 109,339 | 25,000 | 109,407 | 25,000 | 30,574 CHF | 7,237 CHF | 100.00% | 100.00% |
08/11/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 109,733 | 25,000 | 109,924 | 25,000 | 25,358 CHF | 6,018 CHF | 100.00% | 100.00% |
07/11/2024 | 3.99% | 0.23 CHF | 0.24 CHF | 109,876 | 20,000 | 109,478 | 19,481 | 28,270 CHF | 5,220 CHF | 99.06% | 99.06% |