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 | 5.46% | 0.18 CHF | 0.19 CHF | 204,200 | 204,200 | 90,118 | 90,118 | 16,217 CHF | 17,123 CHF | 99.32% | 99.32% |
19/11/2024 | 5.80% | 0.18 CHF | 0.19 CHF | 216,100 | 216,100 | 95,804 | 95,804 | 16,759 CHF | 17,727 CHF | 99.98% | 99.98% |
18/11/2024 | 7.08% | 0.16 CHF | 0.17 CHF | 269,200 | 269,200 | 114,065 | 114,065 | 16,512 CHF | 17,655 CHF | 99.74% | 99.74% |
15/11/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 289,000 | 289,000 | 130,519 | 130,519 | 16,129 CHF | 17,437 CHF | 99.90% | 99.90% |
14/11/2024 | 6.92% | 0.14 CHF | 0.14 CHF | 264,000 | 264,000 | 116,698 | 116,698 | 16,206 CHF | 17,376 CHF | 98.58% | 98.58% |
13/11/2024 | 6.60% | 0.17 CHF | 0.18 CHF | 238,100 | 238,100 | 108,283 | 108,283 | 16,941 CHF | 18,029 CHF | 100.00% | 100.00% |
12/11/2024 | 7.86% | 0.14 CHF | 0.16 CHF | 282,300 | 282,300 | 126,675 | 126,675 | 16,938 CHF | 18,215 CHF | 99.06% | 99.06% |
11/11/2024 | 10.00% | 0.13 CHF | 0.14 CHF | 392,200 | 392,200 | 181,318 | 181,318 | 19,081 CHF | 20,902 CHF | 99.90% | 99.90% |
08/11/2024 | 12.82% | 0.08 CHF | 0.09 CHF | 435,200 | 435,200 | 143,442 | 143,442 | 10,548 CHF | 12,001 CHF | 98.62% | 98.62% |
07/11/2024 | - | 0.10 CHF | - CHF | 361,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |