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 | 8.34% | 0.10 CHF | 0.13 CHF | 347,066 | 100,000 | 338,384 | 100,000 | 38,926 CHF | 12,511 CHF | 12.99% | 98.35% |
19/11/2024 | 12.01% | 0.08 CHF | 0.09 CHF | 411,623 | 100,000 | 403,942 | 100,000 | 31,688 CHF | 8,846 CHF | 92.93% | 92.93% |
18/11/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 363,401 | 100,000 | 357,932 | 94,714 | 35,179 CHF | 10,244 CHF | 84.26% | 84.26% |
15/11/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 388,723 | 100,000 | 403,256 | 100,000 | 32,108 CHF | 8,972 CHF | 83.60% | 83.60% |
14/11/2024 | 13.15% | 0.08 CHF | 0.09 CHF | 412,840 | 100,000 | 421,222 | 100,000 | 30,015 CHF | 8,131 CHF | 76.76% | 76.76% |
13/11/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 450,517 | 100,000 | 430,357 | 99,673 | 30,766 CHF | 8,123 CHF | 88.23% | 88.23% |
12/11/2024 | 10.91% | 0.06 CHF | 0.07 CHF | 454,600 | 100,000 | 385,282 | 100,000 | 33,679 CHF | 9,815 CHF | 85.09% | 85.09% |
11/11/2024 | 8.27% | 0.18 CHF | 0.19 CHF | 292,123 | 100,000 | 292,656 | 100,000 | 48,721 CHF | 18,089 CHF | 38.46% | 38.46% |
08/11/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 298,932 | 100,000 | 297,950 | 100,000 | 46,322 CHF | 16,581 CHF | 89.71% | 89.71% |
07/11/2024 | 7.25% | 0.17 CHF | 0.19 CHF | 288,119 | 100,000 | 319,048 | 98,509 | 44,591 CHF | 14,906 CHF | 86.20% | 86.20% |