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 | 3.54% | 0.30 CHF | 0.31 CHF | 108,410 | 20,000 | 108,808 | 20,000 | 30,265 CHF | 5,763 CHF | 100.00% | 100.00% |
19/11/2024 | 4.67% | 0.25 CHF | 0.26 CHF | 109,258 | 20,000 | 110,338 | 20,000 | 23,273 CHF | 4,420 CHF | 100.00% | 100.00% |
18/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 109,446 | 20,000 | 109,341 | 20,000 | 29,176 CHF | 5,538 CHF | 94.79% | 94.79% |
15/11/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 108,770 | 20,000 | 108,610 | 20,000 | 32,617 CHF | 6,206 CHF | 100.00% | 100.00% |
14/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 108,992 | 20,000 | 109,281 | 20,000 | 30,608 CHF | 5,803 CHF | 99.44% | 99.44% |
13/11/2024 | 5.54% | 0.19 CHF | 0.20 CHF | 111,216 | 20,000 | 111,275 | 19,927 | 19,826 CHF | 3,753 CHF | 98.88% | 98.88% |
12/11/2024 | 4.43% | 0.20 CHF | 0.21 CHF | 110,606 | 20,000 | 110,036 | 20,000 | 24,372 CHF | 4,630 CHF | 100.00% | 100.00% |
11/11/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 109,385 | 25,000 | 109,423 | 25,000 | 25,566 CHF | 6,091 CHF | 100.00% | 100.00% |
08/11/2024 | 5.32% | 0.20 CHF | 0.21 CHF | 109,798 | 25,000 | 109,952 | 25,000 | 20,152 CHF | 4,832 CHF | 100.00% | 100.00% |
07/11/2024 | 4.84% | 0.18 CHF | 0.19 CHF | 109,931 | 20,000 | 109,536 | 19,481 | 23,235 CHF | 4,324 CHF | 99.06% | 99.06% |