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 | 3.04% | 0.46 CHF | 0.47 CHF | 78,711 | 50,000 | 77,713 | 50,000 | 38,757 CHF | 25,715 CHF | 100.00% | 100.00% |
19/11/2024 | 3.45% | 0.43 CHF | 0.45 CHF | 79,044 | 50,000 | 79,002 | 50,000 | 34,278 CHF | 22,458 CHF | 100.00% | 100.00% |
18/11/2024 | 4.05% | 0.44 CHF | 0.46 CHF | 79,062 | 50,000 | 78,833 | 50,000 | 35,966 CHF | 23,754 CHF | 100.00% | 100.00% |
15/11/2024 | 3.74% | 0.46 CHF | 0.48 CHF | 78,821 | 50,000 | 78,481 | 50,000 | 37,440 CHF | 24,763 CHF | 99.99% | 99.99% |
14/11/2024 | 3.11% | 0.53 CHF | 0.55 CHF | 77,229 | 50,000 | 77,506 | 50,000 | 40,846 CHF | 27,183 CHF | 99.52% | 99.52% |
13/11/2024 | 3.17% | 0.51 CHF | 0.53 CHF | 77,413 | 50,000 | 77,510 | 49,383 | 38,957 CHF | 25,615 CHF | 99.32% | 99.32% |
12/11/2024 | 3.15% | 0.49 CHF | 0.51 CHF | 77,678 | 50,000 | 77,642 | 50,000 | 38,354 CHF | 25,491 CHF | 100.00% | 100.00% |
11/11/2024 | 3.07% | 0.51 CHF | 0.53 CHF | 77,032 | 50,000 | 76,395 | 50,000 | 41,217 CHF | 27,827 CHF | 100.00% | 100.00% |
08/11/2024 | 3.09% | 0.48 CHF | 0.50 CHF | 77,139 | 50,000 | 77,033 | 50,000 | 37,213 CHF | 24,911 CHF | 100.00% | 100.00% |
07/11/2024 | 3.26% | 0.47 CHF | 0.48 CHF | 77,405 | 50,000 | 77,392 | 48,444 | 37,274 CHF | 24,125 CHF | 99.12% | 99.12% |