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 | 3.92% | 0.23 CHF | 0.24 CHF | 117,308 | 50,000 | 116,688 | 50,000 | 29,314 CHF | 13,063 CHF | 100.00% | 100.00% |
19/11/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 116,511 | 50,000 | 116,443 | 50,000 | 29,167 CHF | 13,027 CHF | 99.40% | 99.40% |
18/11/2024 | 4.13% | 0.27 CHF | 0.28 CHF | 116,346 | 50,000 | 117,421 | 50,000 | 27,931 CHF | 12,396 CHF | 100.00% | 100.00% |
15/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 118,650 | 50,000 | 118,571 | 50,000 | 24,821 CHF | 10,967 CHF | 100.00% | 100.00% |
14/11/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 118,215 | 50,000 | 118,252 | 50,000 | 26,420 CHF | 11,672 CHF | 99.52% | 99.52% |
13/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 118,048 | 50,000 | 117,450 | 49,704 | 26,077 CHF | 11,542 CHF | 99.32% | 99.32% |
12/11/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 115,850 | 50,000 | 115,395 | 50,000 | 32,780 CHF | 14,704 CHF | 100.00% | 100.00% |
11/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 114,845 | 50,000 | 114,549 | 50,000 | 34,759 CHF | 15,673 CHF | 100.00% | 100.00% |
08/11/2024 | 3.82% | 0.29 CHF | 0.30 CHF | 114,158 | 50,000 | 115,017 | 50,000 | 29,644 CHF | 13,390 CHF | 100.00% | 100.00% |
07/11/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 115,431 | 50,000 | 115,647 | 48,704 | 28,988 CHF | 12,711 CHF | 99.13% | 99.13% |