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 | 3.57% | 0.28 CHF | 0.29 CHF | 145,203 | 50,000 | 144,270 | 50,000 | 39,795 CHF | 14,289 CHF | 100.00% | 100.00% |
19/11/2024 | 3.23% | 0.29 CHF | 0.30 CHF | 144,871 | 50,000 | 146,514 | 50,000 | 44,720 CHF | 15,756 CHF | 100.00% | 100.00% |
18/11/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 145,184 | 50,000 | 146,321 | 50,000 | 43,274 CHF | 15,285 CHF | 100.00% | 100.00% |
15/11/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 145,536 | 50,000 | 146,551 | 50,000 | 43,258 CHF | 15,254 CHF | 100.00% | 100.00% |
14/11/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 147,974 | 50,000 | 148,926 | 50,000 | 49,844 CHF | 17,237 CHF | 99.22% | 99.22% |
13/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 142,293 | 49,448 | 51,343 CHF | 18,348 CHF | 99.36% | 99.36% |
12/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 149,491 | 50,000 | 149,497 | 50,000 | 52,153 CHF | 17,943 CHF | 100.00% | 100.00% |
11/11/2024 | 3.44% | 0.31 CHF | 0.32 CHF | 145,970 | 50,000 | 144,277 | 50,000 | 41,275 CHF | 14,800 CHF | 100.00% | 100.00% |
08/11/2024 | 4.52% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,169 CHF | 9,591 CHF | 91.59% | 91.59% |
07/11/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 142,960 | 50,000 | 144,884 | 48,697 | 43,948 CHF | 15,271 CHF | 98.73% | 98.73% |