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 | 6.93% | 0.22 CHF | 0.23 CHF | 181,456 | 100,000 | 180,939 | 100,000 | 39,906 CHF | 23,639 CHF | 100.00% | 100.00% |
19/11/2024 | 7.09% | 0.20 CHF | 0.21 CHF | 183,113 | 100,000 | 179,826 | 100,000 | 40,302 CHF | 24,073 CHF | 100.00% | 100.00% |
18/11/2024 | 5.84% | 0.24 CHF | 0.26 CHF | 177,592 | 100,000 | 177,867 | 100,000 | 43,512 CHF | 25,933 CHF | 100.00% | 100.00% |
15/11/2024 | 6.42% | 0.23 CHF | 0.25 CHF | 179,353 | 100,000 | 179,061 | 100,000 | 42,841 CHF | 25,516 CHF | 99.99% | 99.99% |
14/11/2024 | 5.71% | 0.26 CHF | 0.27 CHF | 177,380 | 100,000 | 178,542 | 100,000 | 44,543 CHF | 26,414 CHF | 99.52% | 99.52% |
13/11/2024 | 5.84% | 0.25 CHF | 0.27 CHF | 177,290 | 100,000 | 176,535 | 99,147 | 45,042 CHF | 26,814 CHF | 99.32% | 99.32% |
12/11/2024 | 5.91% | 0.26 CHF | 0.28 CHF | 175,328 | 100,000 | 174,393 | 100,000 | 47,175 CHF | 28,698 CHF | 100.00% | 100.00% |
11/11/2024 | 5.67% | 0.28 CHF | 0.30 CHF | 172,661 | 100,000 | 172,192 | 100,000 | 49,376 CHF | 30,350 CHF | 32.83% | 32.83% |
08/11/2024 | 5.16% | 0.28 CHF | 0.29 CHF | 171,988 | 100,000 | 171,841 | 100,000 | 47,789 CHF | 29,286 CHF | 100.00% | 100.00% |
07/11/2024 | 5.59% | 0.29 CHF | 0.31 CHF | 170,612 | 100,000 | 171,570 | 97,408 | 49,053 CHF | 29,449 CHF | 99.13% | 99.13% |