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 | 6.29% | 0.19 CHF | 0.20 CHF | 374,800 | 374,800 | 124,054 | 124,054 | 21,916 CHF | 23,180 CHF | 99.89% | 99.89% |
19/11/2024 | 12.34% | 0.17 CHF | 0.18 CHF | 325,200 | 325,200 | 94,129 | 94,129 | 15,843 CHF | 17,142 CHF | 100.00% | 100.00% |
18/11/2024 | 10.38% | 0.19 CHF | 0.20 CHF | 306,200 | 306,200 | 93,337 | 93,337 | 16,992 CHF | 17,975 CHF | 88.25% | 99.60% |
15/11/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 302,600 | 302,600 | 104,810 | 104,810 | 20,477 CHF | 21,528 CHF | 98.94% | 98.94% |
14/11/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 253,500 | 253,500 | 87,176 | 87,176 | 19,859 CHF | 20,732 CHF | 100.00% | 100.00% |
13/11/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 224,400 | 224,400 | 77,155 | 77,155 | 19,511 CHF | 20,283 CHF | 100.00% | 100.00% |
12/11/2024 | 5.58% | 0.28 CHF | 0.29 CHF | 194,500 | 194,500 | 61,986 | 61,986 | 17,676 CHF | 18,341 CHF | 96.78% | 99.91% |
11/11/2024 | 3.47% | 0.31 CHF | 0.32 CHF | 214,400 | 214,400 | 74,137 | 74,137 | 22,313 CHF | 23,055 CHF | 99.89% | 99.89% |
08/11/2024 | 4.08% | 0.27 CHF | 0.28 CHF | 242,700 | 242,700 | 85,063 | 85,063 | 21,885 CHF | 22,736 CHF | 100.00% | 100.00% |
07/11/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 274,200 | 274,200 | 94,779 | 94,779 | 21,258 CHF | 22,207 CHF | 99.90% | 99.90% |