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 | 8.71% | 0.10 CHF | 0.11 CHF | 351,600 | 351,600 | 347,101 | 347,101 | 38,228 CHF | 41,699 CHF | 100.00% | 100.00% |
19/11/2024 | 9.00% | 0.11 CHF | 0.12 CHF | 321,400 | 321,400 | 321,245 | 321,245 | 34,164 CHF | 37,376 CHF | 100.00% | 100.00% |
18/11/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 303,900 | 303,900 | 305,206 | 305,206 | 35,705 CHF | 38,757 CHF | 100.00% | 100.00% |
15/11/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 282,100 | 282,100 | 279,777 | 279,777 | 36,758 CHF | 39,555 CHF | 100.00% | 100.00% |
14/11/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 286,600 | 286,600 | 288,237 | 288,237 | 38,801 CHF | 41,683 CHF | 100.00% | 100.00% |
13/11/2024 | 7.12% | 0.14 CHF | 0.14 CHF | 268,300 | 268,300 | 267,201 | 267,201 | 36,210 CHF | 38,882 CHF | 100.00% | 100.00% |
12/11/2024 | 5.88% | 0.14 CHF | 0.16 CHF | 219,300 | 219,300 | 215,790 | 215,790 | 35,689 CHF | 37,847 CHF | 100.00% | 100.00% |
11/11/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 242,500 | 242,500 | 243,032 | 243,032 | 44,803 CHF | 47,234 CHF | 100.00% | 100.00% |
08/11/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 202,800 | 202,800 | 201,194 | 201,194 | 33,690 CHF | 35,702 CHF | 99.20% | 99.20% |
07/11/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 229,300 | 229,300 | 230,331 | 230,331 | 44,010 CHF | 46,313 CHF | 100.00% | 100.00% |