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 | 3.12% | 0.29 CHF | 0.30 CHF | 108,304 | 20,000 | 108,792 | 20,000 | 34,309 CHF | 6,507 CHF | 100.00% | 100.00% |
19/11/2024 | 2.58% | 0.35 CHF | 0.36 CHF | 109,446 | 20,000 | 110,322 | 20,000 | 42,302 CHF | 7,867 CHF | 100.00% | 100.00% |
18/11/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 109,579 | 20,000 | 109,337 | 20,000 | 35,940 CHF | 6,773 CHF | 94.79% | 94.79% |
15/11/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 108,508 | 20,000 | 108,610 | 20,000 | 32,280 CHF | 6,144 CHF | 100.00% | 100.00% |
14/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 109,041 | 20,000 | 109,311 | 20,000 | 34,734 CHF | 6,554 CHF | 99.44% | 99.44% |
13/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 111,274 | 20,000 | 111,282 | 19,927 | 46,568 CHF | 8,540 CHF | 98.88% | 98.88% |
12/11/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 110,606 | 20,000 | 109,988 | 20,000 | 41,422 CHF | 7,731 CHF | 100.00% | 100.00% |
11/11/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 109,410 | 25,000 | 109,402 | 25,000 | 39,932 CHF | 9,375 CHF | 100.00% | 100.00% |
08/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 109,798 | 25,000 | 109,952 | 25,000 | 45,820 CHF | 10,668 CHF | 100.00% | 100.00% |
07/11/2024 | 2.67% | 0.42 CHF | 0.43 CHF | 109,876 | 20,000 | 109,478 | 19,481 | 42,834 CHF | 7,837 CHF | 99.06% | 99.06% |