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 | 6.40% | 0.19 CHF | 0.21 CHF | 181,393 | 100,000 | 181,024 | 100,000 | 35,304 CHF | 20,790 CHF | 100.00% | 100.00% |
19/11/2024 | 6.74% | 0.17 CHF | 0.19 CHF | 182,861 | 100,000 | 179,911 | 100,000 | 35,900 CHF | 21,347 CHF | 100.00% | 100.00% |
18/11/2024 | 6.51% | 0.22 CHF | 0.23 CHF | 177,355 | 100,000 | 177,809 | 100,000 | 38,765 CHF | 23,275 CHF | 100.00% | 100.00% |
15/11/2024 | 6.91% | 0.21 CHF | 0.22 CHF | 179,414 | 100,000 | 179,059 | 100,000 | 37,968 CHF | 22,728 CHF | 99.99% | 99.99% |
14/11/2024 | 6.74% | 0.23 CHF | 0.25 CHF | 177,263 | 100,000 | 178,495 | 100,000 | 39,722 CHF | 23,814 CHF | 99.52% | 99.52% |
13/11/2024 | 7.10% | 0.22 CHF | 0.24 CHF | 177,627 | 100,000 | 176,485 | 99,147 | 40,232 CHF | 24,263 CHF | 99.32% | 99.32% |
12/11/2024 | 4.78% | 0.23 CHF | 0.25 CHF | 175,697 | 100,000 | 174,475 | 100,000 | 42,966 CHF | 25,832 CHF | 100.00% | 100.00% |
11/11/2024 | 4.58% | 0.26 CHF | 0.27 CHF | 173,023 | 100,000 | 172,337 | 100,000 | 44,986 CHF | 27,328 CHF | 100.00% | 100.00% |
08/11/2024 | 6.03% | 0.25 CHF | 0.27 CHF | 171,838 | 100,000 | 171,797 | 100,000 | 43,321 CHF | 26,784 CHF | 100.00% | 100.00% |
07/11/2024 | 6.20% | 0.26 CHF | 0.28 CHF | 170,367 | 100,000 | 171,549 | 97,408 | 44,495 CHF | 26,884 CHF | 99.13% | 99.13% |