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 | 2.98% | 0.38 CHF | 0.39 CHF | 81,657 | 50,000 | 80,868 | 50,000 | 33,202 CHF | 21,154 CHF | 99.00% | 99.00% |
19/11/2024 | 3.83% | 0.39 CHF | 0.41 CHF | 81,032 | 50,000 | 80,903 | 50,000 | 32,302 CHF | 20,745 CHF | 100.00% | 100.00% |
18/11/2024 | 2.89% | 0.45 CHF | 0.46 CHF | 80,000 | 50,000 | 79,764 | 50,000 | 36,872 CHF | 23,792 CHF | 100.00% | 100.00% |
15/11/2024 | 2.15% | 0.51 CHF | 0.52 CHF | 78,995 | 50,000 | 79,135 | 50,000 | 39,484 CHF | 25,489 CHF | 100.00% | 100.00% |
14/11/2024 | 2.26% | 0.50 CHF | 0.51 CHF | 79,005 | 50,000 | 79,158 | 50,000 | 39,637 CHF | 25,612 CHF | 99.22% | 99.22% |
13/11/2024 | 2.43% | 0.45 CHF | 0.47 CHF | 79,801 | 50,000 | 79,369 | 49,710 | 37,100 CHF | 23,814 CHF | 99.36% | 99.36% |
12/11/2024 | 2.16% | 0.49 CHF | 0.51 CHF | 78,709 | 50,000 | 77,330 | 50,000 | 42,630 CHF | 28,172 CHF | 100.00% | 100.00% |
11/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 75,807 | 50,000 | 75,829 | 50,000 | 46,376 CHF | 31,080 CHF | 100.00% | 100.00% |
08/11/2024 | 2.28% | 0.55 CHF | 0.56 CHF | 76,731 | 50,000 | 76,643 | 50,000 | 41,881 CHF | 27,953 CHF | 100.00% | 100.00% |
07/11/2024 | 3.31% | 0.58 CHF | 0.59 CHF | 76,000 | 50,000 | 77,472 | 48,696 | 40,281 CHF | 26,231 CHF | 98.73% | 98.73% |