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 | 2.07% | 0.51 CHF | 0.52 CHF | 81,576 | 50,000 | 80,858 | 50,000 | 38,765 CHF | 24,466 CHF | 99.00% | 99.00% |
19/11/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 81,094 | 50,000 | 80,905 | 50,000 | 39,703 CHF | 25,066 CHF | 100.00% | 100.00% |
18/11/2024 | 2.70% | 0.44 CHF | 0.45 CHF | 79,954 | 50,000 | 79,780 | 50,000 | 34,125 CHF | 21,969 CHF | 100.00% | 100.00% |
15/11/2024 | 2.91% | 0.39 CHF | 0.40 CHF | 79,004 | 50,000 | 79,139 | 50,000 | 31,283 CHF | 20,348 CHF | 100.00% | 100.00% |
14/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 79,064 | 50,000 | 79,166 | 50,000 | 31,148 CHF | 20,170 CHF | 99.22% | 99.22% |
13/11/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 79,765 | 50,000 | 79,374 | 49,710 | 33,919 CHF | 21,746 CHF | 99.36% | 99.36% |
12/11/2024 | 3.61% | 0.40 CHF | 0.41 CHF | 78,709 | 50,000 | 77,324 | 50,000 | 26,604 CHF | 17,828 CHF | 100.00% | 100.00% |
11/11/2024 | 5.06% | 0.28 CHF | 0.29 CHF | 75,807 | 50,000 | 75,820 | 50,000 | 21,509 CHF | 14,920 CHF | 100.00% | 100.00% |
08/11/2024 | 3.52% | 0.35 CHF | 0.36 CHF | 76,731 | 50,000 | 76,643 | 50,000 | 26,900 CHF | 18,176 CHF | 100.00% | 100.00% |
07/11/2024 | 4.53% | 0.32 CHF | 0.33 CHF | 76,000 | 50,000 | 77,472 | 48,696 | 28,874 CHF | 18,911 CHF | 98.73% | 98.73% |