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 | 3.01% | 0.59 CHF | 0.61 CHF | 78,769 | 50,000 | 77,713 | 50,000 | 42,418 CHF | 28,115 CHF | 100.00% | 100.00% |
19/11/2024 | 2.63% | 0.61 CHF | 0.63 CHF | 79,044 | 50,000 | 79,001 | 50,000 | 48,261 CHF | 31,355 CHF | 100.00% | 100.00% |
18/11/2024 | 2.73% | 0.61 CHF | 0.62 CHF | 79,112 | 50,000 | 78,831 | 50,000 | 46,407 CHF | 30,246 CHF | 100.00% | 100.00% |
15/11/2024 | 3.33% | 0.59 CHF | 0.60 CHF | 78,821 | 50,000 | 78,452 | 50,000 | 44,543 CHF | 29,345 CHF | 100.00% | 100.00% |
14/11/2024 | 3.42% | 0.52 CHF | 0.53 CHF | 77,229 | 50,000 | 77,528 | 50,000 | 40,547 CHF | 27,060 CHF | 99.52% | 99.52% |
13/11/2024 | 3.21% | 0.54 CHF | 0.56 CHF | 77,452 | 50,000 | 77,506 | 49,383 | 42,410 CHF | 27,895 CHF | 99.32% | 99.32% |
12/11/2024 | 3.19% | 0.56 CHF | 0.57 CHF | 77,678 | 50,000 | 77,657 | 50,000 | 43,179 CHF | 28,700 CHF | 100.00% | 100.00% |
11/11/2024 | 3.39% | 0.54 CHF | 0.56 CHF | 77,106 | 50,000 | 76,396 | 50,000 | 38,999 CHF | 26,399 CHF | 100.00% | 100.00% |
08/11/2024 | 2.23% | 0.57 CHF | 0.58 CHF | 77,100 | 50,000 | 77,049 | 50,000 | 44,056 CHF | 29,234 CHF | 100.00% | 100.00% |
07/11/2024 | 3.01% | 0.59 CHF | 0.61 CHF | 77,471 | 50,000 | 77,359 | 48,444 | 44,282 CHF | 28,536 CHF | 99.12% | 99.12% |