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 | 9.30% | 0.11 CHF | 0.12 CHF | 188,300 | 188,300 | 188,535 | 188,535 | 19,342 CHF | 21,228 CHF | 100.00% | 100.00% |
19/11/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 181,500 | 181,500 | 186,237 | 186,237 | 20,670 CHF | 22,532 CHF | 99.87% | 99.87% |
18/11/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 179,100 | 179,100 | 182,072 | 182,072 | 19,790 CHF | 21,611 CHF | 100.00% | 100.00% |
15/11/2024 | 8.76% | 0.11 CHF | 0.12 CHF | 170,300 | 170,300 | 173,311 | 173,311 | 18,951 CHF | 20,685 CHF | 100.00% | 100.00% |
14/11/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 154,200 | 154,200 | 154,466 | 154,466 | 18,961 CHF | 20,505 CHF | 100.00% | 100.00% |
13/11/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 157,900 | 157,900 | 160,424 | 160,424 | 21,247 CHF | 22,851 CHF | 100.00% | 100.00% |
12/11/2024 | 7.55% | 0.13 CHF | 0.14 CHF | 177,700 | 177,700 | 177,725 | 177,725 | 22,669 CHF | 24,446 CHF | 99.89% | 99.89% |
11/11/2024 | 8.99% | 0.12 CHF | 0.13 CHF | 174,200 | 174,200 | 169,618 | 169,618 | 18,059 CHF | 19,755 CHF | 100.00% | 100.00% |
08/11/2024 | 7.30% | 0.12 CHF | 0.13 CHF | 195,700 | 195,700 | 200,356 | 200,356 | 26,492 CHF | 28,495 CHF | 98.92% | 98.92% |
07/11/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 170,300 | 170,300 | 175,518 | 175,518 | 19,850 CHF | 21,605 CHF | 100.00% | 100.00% |