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 | 7.35% | 0.17 CHF | 0.19 CHF | 181,351 | 100,000 | 180,964 | 100,000 | 31,514 CHF | 18,740 CHF | 100.00% | 100.00% |
19/11/2024 | 8.84% | 0.15 CHF | 0.17 CHF | 183,009 | 100,000 | 179,918 | 100,000 | 31,656 CHF | 19,216 CHF | 100.00% | 100.00% |
18/11/2024 | 7.37% | 0.20 CHF | 0.21 CHF | 177,573 | 100,000 | 177,848 | 100,000 | 34,831 CHF | 21,084 CHF | 100.00% | 100.00% |
15/11/2024 | 7.93% | 0.19 CHF | 0.20 CHF | 179,172 | 100,000 | 179,091 | 100,000 | 34,178 CHF | 20,665 CHF | 99.99% | 99.99% |
14/11/2024 | 6.95% | 0.21 CHF | 0.22 CHF | 177,185 | 100,000 | 178,491 | 100,000 | 35,920 CHF | 21,570 CHF | 99.52% | 99.52% |
13/11/2024 | 7.31% | 0.20 CHF | 0.22 CHF | 177,409 | 100,000 | 176,489 | 99,147 | 36,418 CHF | 22,006 CHF | 99.32% | 99.32% |
12/11/2024 | 5.54% | 0.21 CHF | 0.23 CHF | 175,599 | 100,000 | 174,509 | 100,000 | 39,191 CHF | 23,734 CHF | 100.00% | 100.00% |
11/11/2024 | 5.19% | 0.23 CHF | 0.25 CHF | 172,944 | 100,000 | 172,390 | 100,000 | 41,197 CHF | 25,170 CHF | 100.00% | 100.00% |
08/11/2024 | 6.48% | 0.23 CHF | 0.24 CHF | 172,174 | 100,000 | 171,866 | 100,000 | 39,449 CHF | 24,492 CHF | 100.00% | 100.00% |
07/11/2024 | 6.59% | 0.24 CHF | 0.26 CHF | 170,143 | 100,000 | 171,514 | 97,408 | 40,707 CHF | 24,697 CHF | 99.13% | 99.13% |