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 | 3.82% | 0.26 CHF | 0.27 CHF | 81,738 | 50,000 | 80,882 | 50,000 | 23,696 CHF | 15,223 CHF | 99.00% | 99.00% |
19/11/2024 | 3.78% | 0.28 CHF | 0.29 CHF | 81,032 | 50,000 | 80,903 | 50,000 | 23,041 CHF | 14,791 CHF | 100.00% | 100.00% |
18/11/2024 | 3.18% | 0.33 CHF | 0.34 CHF | 80,015 | 50,000 | 79,769 | 50,000 | 27,586 CHF | 17,850 CHF | 100.00% | 100.00% |
15/11/2024 | 3.43% | 0.39 CHF | 0.40 CHF | 79,004 | 50,000 | 79,133 | 50,000 | 30,051 CHF | 19,652 CHF | 100.00% | 100.00% |
14/11/2024 | 3.69% | 0.38 CHF | 0.39 CHF | 79,064 | 50,000 | 79,144 | 50,000 | 30,248 CHF | 19,830 CHF | 99.22% | 99.22% |
13/11/2024 | 3.90% | 0.34 CHF | 0.35 CHF | 79,747 | 50,000 | 79,386 | 49,710 | 27,688 CHF | 18,029 CHF | 99.36% | 99.36% |
12/11/2024 | 2.89% | 0.38 CHF | 0.39 CHF | 78,709 | 50,000 | 77,324 | 50,000 | 33,504 CHF | 22,304 CHF | 100.00% | 100.00% |
11/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 75,807 | 50,000 | 75,792 | 50,000 | 37,617 CHF | 25,317 CHF | 100.00% | 100.00% |
08/11/2024 | 2.67% | 0.43 CHF | 0.45 CHF | 76,731 | 50,000 | 76,666 | 50,000 | 32,891 CHF | 22,035 CHF | 100.00% | 100.00% |
07/11/2024 | 2.66% | 0.46 CHF | 0.47 CHF | 76,000 | 50,000 | 77,481 | 48,696 | 31,517 CHF | 20,405 CHF | 98.73% | 98.73% |