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 | 5.24% | 0.40 CHF | 0.41 CHF | 78,769 | 50,000 | 77,703 | 50,000 | 27,384 CHF | 18,558 CHF | 100.00% | 100.00% |
19/11/2024 | 4.45% | 0.42 CHF | 0.44 CHF | 78,976 | 50,000 | 79,015 | 50,000 | 32,961 CHF | 21,803 CHF | 100.00% | 100.00% |
18/11/2024 | 4.66% | 0.41 CHF | 0.43 CHF | 79,062 | 50,000 | 78,833 | 50,000 | 31,135 CHF | 20,687 CHF | 100.00% | 100.00% |
15/11/2024 | 4.74% | 0.39 CHF | 0.41 CHF | 78,821 | 50,000 | 78,481 | 50,000 | 29,413 CHF | 19,645 CHF | 99.99% | 99.99% |
14/11/2024 | 3.92% | 0.32 CHF | 0.34 CHF | 77,264 | 50,000 | 77,510 | 50,000 | 25,674 CHF | 17,221 CHF | 99.52% | 99.52% |
13/11/2024 | 4.07% | 0.35 CHF | 0.36 CHF | 77,452 | 50,000 | 77,505 | 49,383 | 27,487 CHF | 18,234 CHF | 99.32% | 99.32% |
12/11/2024 | 4.75% | 0.36 CHF | 0.38 CHF | 77,556 | 50,000 | 77,644 | 50,000 | 28,265 CHF | 19,084 CHF | 100.00% | 100.00% |
11/11/2024 | 5.52% | 0.35 CHF | 0.36 CHF | 77,080 | 50,000 | 76,397 | 50,000 | 24,304 CHF | 16,795 CHF | 100.00% | 100.00% |
08/11/2024 | 5.11% | 0.37 CHF | 0.39 CHF | 77,100 | 50,000 | 77,054 | 50,000 | 28,870 CHF | 19,716 CHF | 100.00% | 100.00% |
07/11/2024 | 4.52% | 0.39 CHF | 0.41 CHF | 77,405 | 50,000 | 77,373 | 48,444 | 29,208 CHF | 19,088 CHF | 99.12% | 99.12% |