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 | 5.82% | 0.22 CHF | 0.24 CHF | 181,311 | 100,000 | 180,887 | 100,000 | 41,050 CHF | 24,056 CHF | 100.00% | 100.00% |
19/11/2024 | 5.61% | 0.21 CHF | 0.22 CHF | 183,009 | 100,000 | 179,888 | 100,000 | 41,691 CHF | 24,529 CHF | 100.00% | 100.00% |
18/11/2024 | 5.73% | 0.25 CHF | 0.27 CHF | 177,454 | 100,000 | 177,909 | 100,000 | 44,507 CHF | 26,493 CHF | 100.00% | 100.00% |
15/11/2024 | 5.52% | 0.24 CHF | 0.25 CHF | 179,514 | 100,000 | 179,057 | 100,000 | 44,010 CHF | 25,974 CHF | 99.99% | 99.99% |
14/11/2024 | 5.94% | 0.26 CHF | 0.28 CHF | 177,540 | 100,000 | 178,554 | 100,000 | 45,408 CHF | 26,995 CHF | 99.52% | 99.52% |
13/11/2024 | 5.65% | 0.26 CHF | 0.27 CHF | 177,290 | 100,000 | 176,561 | 99,147 | 46,012 CHF | 27,338 CHF | 99.32% | 99.32% |
12/11/2024 | 5.44% | 0.27 CHF | 0.28 CHF | 175,464 | 100,000 | 174,448 | 100,000 | 48,319 CHF | 29,251 CHF | 100.00% | 100.00% |
11/11/2024 | 4.65% | 0.29 CHF | 0.30 CHF | 172,944 | 100,000 | 171,732 | 100,000 | 50,340 CHF | 30,714 CHF | 28.27% | 28.27% |
08/11/2024 | 5.15% | 0.28 CHF | 0.30 CHF | 172,098 | 100,000 | 171,872 | 100,000 | 48,750 CHF | 29,862 CHF | 100.00% | 100.00% |
07/11/2024 | 6.07% | 0.30 CHF | 0.31 CHF | 169,973 | 100,000 | 171,950 | 95,825 | 49,352 CHF | 29,224 CHF | 61.55% | 61.55% |